+106.2%
AMT vs CHTR
-44.7%
+150.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.0% |
| 7D | +1.1% | -4.1% | +5.2% | +1.9% |
| 30D | +4.4% | -3.0% | +7.3% | +4.5% |
| 3M | -5.2% | +4.8% | -9.9% | -7.1% |
| 6M | -0.8% | -35.0% | +34.2% | +6.6% |
| YTD | +3.3% | -30.2% | +33.5% | +8.6% |
| 1Y | -6.0% | -44.8% | +38.7% | +4.5% |
| 3Y | +9.6% | -66.6% | +76.1% | +33.8% |
| 5Y | -29.2% | -81.5% | +52.2% | +2.0% |
| All | +106.2% | -44.7% | +150.9% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling