+454.7%
AMT vs CHTR
+316.4%
+138.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.9% |
| 7D | -0.2% | -0.3% | +0.1% | -0.3% |
| 30D | +1.8% | -4.5% | +6.3% | +2.5% |
| 3M | -6.2% | +10.2% | -16.4% | -9.1% |
| 6M | -5.0% | -37.2% | +32.3% | +3.2% |
| YTD | +2.1% | -30.2% | +32.2% | +7.6% |
| 1Y | -5.7% | -44.8% | +39.0% | +5.0% |
| 3Y | +7.9% | -65.5% | +73.4% | +30.1% |
| 5Y | -32.3% | -81.8% | +49.4% | -4.7% |
| 10Y | +95.0% | -45.8% | +140.8% | +101.5% |
| All | +454.7% | +316.4% | +138.3% | +235.9% |
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