+428.4%
AXP vs CHTR
-50.6%
+479.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.9% | -3.2% |
| 7D | -0.6% | +17.8% | -18.4% | -5.3% |
| 30D | +5.0% | +29.7% | -24.7% | -2.8% |
| 3M | -4.2% | -12.5% | +8.3% | -1.7% |
| 6M | +2.9% | -13.4% | +16.4% | +5.0% |
| YTD | -11.6% | -35.8% | +24.2% | -4.2% |
| 1Y | -11.1% | -36.3% | +25.2% | -3.5% |
| 3Y | +116.7% | -67.3% | +184.0% | +179.8% |
| 5Y | +89.6% | -80.9% | +170.5% | +189.9% |
| 10Y | +428.4% | -50.5% | +478.9% | +511.4% |
| All | +428.4% | -50.6% | +479.0% | +511.4% |
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