+511.4%
AMT vs CHTR
+295.4%
+216.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | 0.0% |
| 7D | +1.5% | +17.2% | -15.7% | -2.1% |
| 30D | +6.8% | +31.6% | -24.8% | +0.2% |
| 3M | +11.2% | -11.6% | +22.8% | +13.2% |
| 6M | +12.5% | -3.3% | +15.7% | +11.3% |
| YTD | +12.5% | -33.7% | +46.2% | +19.2% |
| 1Y | +10.1% | -32.4% | +42.5% | +16.0% |
| 3Y | +16.0% | -65.9% | +82.0% | +39.2% |
| 5Y | -17.2% | -79.9% | +62.8% | +12.4% |
| 10Y | +135.2% | -49.2% | +184.4% | +145.3% |
| All | +511.4% | +295.4% | +216.0% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling