+315.5%
ARM vs CHTR
-69.7%
+385.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.1% | +9.2% | +1.7% |
| 7D | +12.5% | -15.8% | +28.3% | +14.2% |
| 30D | -1.4% | -12.7% | +11.3% | -0.4% |
| 3M | -18.7% | -1.1% | -17.6% | -19.0% |
| 6M | +124.6% | -39.9% | +164.5% | +132.5% |
| YTD | +141.7% | -35.9% | +177.6% | +145.8% |
| 1Y | +87.7% | -49.2% | +136.8% | +101.5% |
| All | +315.5% | -69.7% | +385.2% | +430.4% |
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