+311.3%
ARM vs CHTR
-67.0%
+378.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.9% | +4.1% |
| 7D | +11.4% | -0.3% | +11.7% | +11.3% |
| 30D | -7.4% | -4.5% | -3.0% | -7.2% |
| 3M | -24.5% | +10.2% | -34.7% | -25.5% |
| 6M | +128.7% | -37.2% | +165.9% | +137.2% |
| YTD | +139.3% | -30.2% | +169.4% | +141.6% |
| 1Y | +88.0% | -44.8% | +132.7% | +100.5% |
| All | +311.3% | -67.0% | +378.3% | +421.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling