+216.5%
AZN vs CHTR
-44.7%
+261.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | +1.1% | -3.0% | +4.0% | +1.2% |
| 3M | -12.1% | +4.8% | -16.9% | -13.2% |
| 6M | -17.1% | -35.0% | +17.9% | -13.4% |
| YTD | -12.0% | -30.2% | +18.2% | -9.2% |
| 1Y | -0.2% | -44.8% | +44.5% | +6.4% |
| 3Y | +26.8% | -66.6% | +93.3% | +43.4% |
| 5Y | +56.9% | -81.5% | +138.4% | +99.5% |
| All | +216.5% | -44.7% | +261.2% | +212.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling