+336.8%
AVGO vs CHTR
-65.7%
+402.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.2% |
| 7D | +1.1% | -4.1% | +5.2% | +1.2% |
| 30D | -13.0% | -3.0% | -10.0% | -12.9% |
| 3M | -6.0% | +4.8% | -10.7% | -6.2% |
| 6M | +6.4% | -35.0% | +41.4% | +8.4% |
| YTD | +5.0% | -30.2% | +35.1% | +6.3% |
| 1Y | +1.4% | -44.8% | +46.2% | +4.8% |
| 3Y | +336.8% | -66.6% | +403.4% | +395.1% |
| All | +336.8% | -65.7% | +402.5% | +395.1% |
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