+912.2%
AXP vs CHTR
+334.3%
+578.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -2.1% | -1.1% | -1.1% | -2.0% |
| 30D | -6.5% | -0.8% | -5.8% | -6.7% |
| 3M | +4.6% | +17.8% | -13.1% | -1.3% |
| 6M | +5.4% | -34.5% | +39.9% | +15.6% |
| YTD | -11.1% | -27.2% | +16.1% | -6.2% |
| 1Y | -0.3% | -41.4% | +41.1% | +12.2% |
| 3Y | +111.6% | -64.0% | +175.6% | +166.3% |
| 5Y | +117.6% | -81.3% | +198.8% | +231.5% |
| 10Y | +474.1% | -44.1% | +518.2% | +497.0% |
| All | +912.2% | +334.3% | +578.0% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling