+118.0%
AXP vs CHTR
-81.8%
+199.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | +0.6% | -0.3% | +0.9% | +0.5% |
| 30D | -4.3% | -4.5% | +0.1% | -3.7% |
| 3M | +4.7% | +10.2% | -5.5% | +1.5% |
| 6M | +9.0% | -37.2% | +46.2% | +18.5% |
| YTD | -11.1% | -30.2% | +19.0% | -6.4% |
| 1Y | +1.3% | -44.8% | +46.1% | +13.3% |
| 3Y | +114.5% | -65.5% | +180.0% | +164.3% |
| 5Y | +118.0% | -81.8% | +199.8% | +210.7% |
| All | +118.0% | -81.8% | +199.8% | +210.7% |
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