+261.2%
ARM vs CHTR
-70.8%
+332.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.7% | +4.0% | +6.6% |
| 7D | -5.3% | +4.9% | -10.2% | -5.5% |
| 30D | -30.0% | +17.2% | -47.3% | -30.6% |
| 3M | -34.1% | -20.6% | -13.5% | -33.1% |
| 6M | -12.6% | -21.7% | +9.1% | -11.1% |
| YTD | +70.4% | -41.9% | +112.4% | +73.8% |
| 1Y | +22.3% | -44.9% | +67.1% | +26.1% |
| 3Y | +261.2% | -70.0% | +331.2% | +321.2% |
| All | +261.2% | -70.8% | +332.0% | +321.2% |
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