+467.1%
AXP vs CHTR
-49.7%
+516.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.8% | +1.0% |
| 7D | -2.5% | -15.8% | +13.3% | +2.1% |
| 30D | -5.0% | -12.7% | +7.6% | -1.9% |
| 3M | +1.4% | -1.1% | +2.4% | +0.4% |
| 6M | +6.0% | -39.9% | +45.9% | +18.7% |
| YTD | -12.3% | -35.9% | +23.6% | -4.3% |
| 1Y | +0.3% | -49.2% | +49.4% | +17.4% |
| 3Y | +111.7% | -68.3% | +180.0% | +177.2% |
| 5Y | +114.5% | -83.0% | +197.5% | +244.1% |
| 10Y | +467.1% | -49.3% | +516.4% | +546.0% |
| All | +467.1% | -49.7% | +516.8% | +546.0% |
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