+407.0%
AXP vs CHTR
-49.2%
+456.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.4% |
| 7D | -0.1% | +17.2% | -17.3% | -4.6% |
| 30D | +4.4% | +31.6% | -27.2% | -3.7% |
| 3M | -6.4% | -11.6% | +5.2% | -4.2% |
| 6M | +4.2% | -3.3% | +7.4% | +2.9% |
| YTD | -12.4% | -33.7% | +21.3% | -5.9% |
| 1Y | -11.1% | -32.4% | +21.3% | -5.2% |
| 3Y | +114.9% | -65.9% | +180.8% | +174.4% |
| 5Y | +87.4% | -79.9% | +167.3% | +182.7% |
| All | +407.0% | -49.2% | +456.2% | +463.5% |
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