-0.3%
AXP vs CHTR
-41.9%
+41.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -1.1% | -1.1% | -2.1% |
| 30D | -6.5% | -0.8% | -5.8% | -6.6% |
| 3M | +4.6% | +17.8% | -13.1% | +2.2% |
| 6M | +5.4% | -34.5% | +39.9% | +8.7% |
| YTD | -11.1% | -27.2% | +16.1% | -10.0% |
| 1Y | -0.3% | -41.4% | +41.1% | +6.0% |
| All | -0.3% | -41.9% | +41.6% | +6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling