+27,224.8%
AVGO vs CHTR
+282.5%
+26,942.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.1% | +7.0% | +1.1% |
| 7D | -0.8% | -15.8% | +15.0% | +3.7% |
| 30D | -13.7% | -12.7% | -1.1% | -11.2% |
| 3M | -6.9% | -1.1% | -5.8% | -8.3% |
| 6M | +5.8% | -39.9% | +45.7% | +17.5% |
| YTD | +5.7% | -35.9% | +41.5% | +14.0% |
| 1Y | +9.0% | -49.2% | +58.2% | +26.1% |
| 3Y | +340.5% | -68.3% | +408.8% | +462.7% |
| 5Y | +711.1% | -83.0% | +794.0% | +1,182.7% |
| 10Y | +2,856.4% | -49.3% | +2,905.7% | +2,894.1% |
| All | +27,224.8% | +282.5% | +26,942.3% | +11,199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling