+170.5%
AXON vs CHTR
-83.3%
+253.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.1% | +5.1% | -1.5% |
| 7D | -3.3% | -15.8% | +12.4% | -0.3% |
| 30D | -17.8% | -12.7% | -5.2% | -15.9% |
| 3M | +8.3% | -1.1% | +9.4% | +8.0% |
| 6M | -12.4% | -39.9% | +27.6% | -6.3% |
| YTD | -13.7% | -35.9% | +22.1% | -9.4% |
| 1Y | -33.1% | -49.2% | +16.1% | -26.0% |
| 3Y | +128.2% | -68.3% | +196.5% | +175.8% |
| 5Y | +170.5% | -83.0% | +253.4% | +263.1% |
| All | +170.5% | -83.3% | +253.8% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling