+905.9%
AXP vs CHTR
+289.5%
+616.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -2.9% | +13.4% | -16.2% | -6.5% |
| 30D | +3.7% | +33.0% | -29.3% | -4.8% |
| 3M | -4.9% | -13.6% | +8.7% | -2.1% |
| 6M | +4.1% | -7.8% | +11.8% | +4.2% |
| YTD | -11.7% | -34.7% | +23.0% | -4.7% |
| 1Y | -11.7% | -34.8% | +23.1% | -4.7% |
| 3Y | +116.5% | -66.7% | +183.2% | +176.8% |
| 5Y | +89.5% | -80.4% | +169.9% | +180.3% |
| 10Y | +424.9% | -50.0% | +474.9% | +459.3% |
| All | +905.9% | +289.5% | +616.4% | +379.3% |
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