-67.7%
CHTR vs AG
+260.2%
-328.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.8% | +5.0% |
| 7D | -7.1% | -5.8% | -1.4% | -7.1% |
| 30D | -10.9% | +6.4% | -17.2% | -11.0% |
| 3M | +2.0% | +28.4% | -26.4% | +1.5% |
| 6M | -35.9% | -24.5% | -11.5% | -35.6% |
| YTD | -32.7% | +21.2% | -53.9% | -33.5% |
| 1Y | -46.6% | +114.1% | -160.7% | -48.4% |
| All | -67.7% | +260.2% | -328.0% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling