+334.3%
CHTR vs ACM
+147.6%
+186.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.1% | -3.7% | +2.7% | 0.0% |
| 30D | -0.8% | -11.1% | +10.3% | +2.2% |
| 3M | +17.8% | -8.0% | +25.8% | +19.9% |
| 6M | -34.5% | -29.7% | -4.8% | -28.3% |
| YTD | -27.2% | -29.4% | +2.2% | -20.8% |
| 1Y | -41.4% | -46.4% | +5.0% | -31.2% |
| 3Y | -64.0% | -22.3% | -41.7% | -62.3% |
| 5Y | -81.3% | +4.5% | -85.7% | -82.1% |
| 10Y | -44.1% | +127.6% | -171.7% | -59.6% |
| All | +334.3% | +147.6% | +186.7% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling