+19.3%
ARM vs CHTR
-46.1%
+65.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.7% | -11.0% | -4.2% |
| 7D | -18.7% | +14.1% | -32.8% | -16.5% |
| 30D | -36.7% | +11.6% | -48.3% | -35.1% |
| 3M | -31.6% | -21.4% | -10.2% | -33.0% |
| 6M | -5.6% | -27.3% | +21.6% | -7.8% |
| YTD | +75.5% | -42.4% | +117.9% | +58.1% |
| 1Y | +19.3% | -45.6% | +64.9% | +7.6% |
| All | +19.3% | -46.1% | +65.4% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling