-82.3%
CHTR vs AG
+68.6%
-150.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.9% | +9.8% | +5.2% |
| 7D | -7.1% | -5.8% | -1.4% | -6.9% |
| 30D | -10.9% | +6.4% | -17.2% | -11.2% |
| 3M | +2.0% | +28.4% | -26.4% | +0.7% |
| 6M | -35.9% | -24.5% | -11.5% | -35.4% |
| YTD | -32.7% | +21.2% | -53.9% | -34.2% |
| 1Y | -46.6% | +114.1% | -160.7% | -49.9% |
| 3Y | -66.7% | +268.0% | -334.8% | -70.9% |
| All | -82.3% | +68.6% | -150.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling