+199.6%
ARM vs CHTR
-68.7%
+268.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +4.3% | -8.9% | -4.8% |
| 7D | +9.1% | +17.2% | -8.1% | +8.6% |
| 30D | -19.9% | +31.6% | -51.6% | -21.0% |
| 3M | -31.6% | -11.6% | -20.0% | -30.5% |
| 6M | -13.9% | -3.3% | -10.6% | -13.3% |
| YTD | +74.3% | -33.7% | +108.0% | +77.8% |
| 1Y | +35.8% | -32.4% | +68.2% | +37.8% |
| 3Y | +268.6% | -65.9% | +334.5% | +335.1% |
| All | +199.6% | -68.7% | +268.3% | +283.7% |
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