+316.4%
CHTR vs AA
+45.5%
+270.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.7% | -4.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.6% |
| 30D | -4.5% | +3.3% | -7.8% | -5.1% |
| 3M | +10.2% | -29.4% | +39.7% | +15.0% |
| 6M | -37.2% | -12.8% | -24.4% | -36.9% |
| YTD | -30.2% | -2.1% | -28.1% | -31.4% |
| 1Y | -44.8% | +62.8% | -107.5% | -50.0% |
| 3Y | -65.5% | +90.5% | -156.0% | -70.4% |
| 5Y | -81.8% | +19.1% | -100.8% | -84.1% |
| 10Y | -45.8% | +124.8% | -170.5% | -63.3% |
| All | +316.4% | +45.5% | +270.9% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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