+1,786.0%
AXON vs CHTR
-46.7%
+1,832.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -3.5% |
| 7D | -11.0% | -7.1% | -3.9% | -9.5% |
| 30D | -24.7% | -10.9% | -13.9% | -22.8% |
| 3M | +7.0% | +2.0% | +5.0% | +5.7% |
| 6M | -9.6% | -35.9% | +26.3% | -2.2% |
| YTD | -15.7% | -32.7% | +17.0% | -10.7% |
| 1Y | -35.9% | -46.6% | +10.6% | -27.7% |
| 3Y | +123.0% | -66.7% | +189.7% | +177.8% |
| 5Y | +166.3% | -82.1% | +248.5% | +308.1% |
| All | +1,786.0% | -46.7% | +1,832.7% | +1,806.0% |
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