-41.4%
CHTR vs AG
+125.2%
-166.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | -0.8% | +19.2% | -19.9% | -0.6% |
| 3M | +17.8% | +6.2% | +11.6% | +18.1% |
| 6M | -34.5% | -26.7% | -7.8% | -34.5% |
| YTD | -27.2% | +26.1% | -53.3% | -27.9% |
| 1Y | -41.4% | +131.7% | -173.1% | -43.8% |
| All | -41.4% | +125.2% | -166.6% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling