+89.6%
AXP vs CHTR
-82.9%
+172.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +0.1% |
| 7D | +0.6% | +5.9% | -5.3% | -0.8% |
| 30D | +5.8% | +10.4% | -4.6% | +3.2% |
| 3M | -6.0% | -25.0% | +19.0% | -0.6% |
| 6M | +0.3% | -24.6% | +24.9% | +5.3% |
| YTD | -12.3% | -43.4% | +31.2% | -3.6% |
| 1Y | -11.2% | -45.8% | +34.6% | -1.5% |
| 3Y | +117.0% | -71.6% | +188.6% | +178.5% |
| All | +89.6% | -82.9% | +172.4% | +170.0% |
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 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