+899.3%
AXP vs CHTR
+237.3%
+661.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.2% | +5.0% | +0.5% |
| 7D | +0.6% | +5.9% | -5.3% | -1.2% |
| 30D | +5.8% | +10.4% | -4.6% | +2.5% |
| 3M | -6.0% | -25.0% | +19.0% | +0.9% |
| 6M | +0.3% | -24.6% | +24.9% | +6.5% |
| YTD | -12.3% | -43.4% | +31.2% | -1.2% |
| 1Y | -11.2% | -45.8% | +34.6% | +1.2% |
| 3Y | +117.0% | -71.6% | +188.6% | +190.9% |
| 5Y | +93.2% | -82.9% | +176.0% | +197.4% |
| 10Y | +461.2% | -52.8% | +514.0% | +508.2% |
| All | +899.3% | +237.3% | +661.9% | +396.7% |
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 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