-79.4%
CHTR vs ABCL
-79.6%
+0.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.3% | +10.9% | +10.6% |
| 7D | +17.8% | +2.3% | +15.5% | +17.5% |
| 30D | +29.7% | -0.7% | +30.4% | +29.3% |
| 3M | -12.5% | +33.4% | -45.9% | -15.4% |
| 6M | -13.4% | +137.8% | -151.2% | -21.2% |
| YTD | -35.8% | +264.3% | -300.1% | -44.2% |
| 1Y | -36.3% | +209.2% | -245.5% | -43.9% |
| 3Y | -67.3% | +208.4% | -275.7% | -72.2% |
| 5Y | -80.9% | -11.9% | -69.0% | -83.0% |
| All | -79.4% | -79.6% | +0.1% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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