-45.9%
CHTR vs ACM
+134.0%
-179.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | -4.1% | -4.6% | +0.5% | -2.7% |
| 30D | -3.0% | +4.1% | -7.0% | -4.1% |
| 3M | +4.8% | -8.3% | +13.1% | +6.9% |
| 6M | -35.0% | -30.1% | -5.0% | -28.7% |
| YTD | -30.2% | -32.6% | +2.4% | -22.8% |
| 1Y | -44.8% | -49.6% | +4.8% | -33.7% |
| 3Y | -66.6% | -23.0% | -43.5% | -64.9% |
| 5Y | -81.5% | +2.0% | -83.5% | -82.1% |
| All | -45.9% | +134.0% | -179.9% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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