+316.4%
CHTR vs AG
+413.6%
-97.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.1% |
| 7D | -0.3% | +4.5% | -4.8% | -0.5% |
| 30D | -4.5% | +12.9% | -17.3% | -5.0% |
| 3M | +10.2% | +20.9% | -10.7% | +9.1% |
| 6M | -37.2% | -19.5% | -17.7% | -37.0% |
| YTD | -30.2% | +24.8% | -55.0% | -31.6% |
| 1Y | -44.8% | +120.2% | -165.0% | -47.5% |
| 3Y | -65.5% | +279.0% | -344.5% | -68.6% |
| 5Y | -81.8% | +67.9% | -149.7% | -83.0% |
| 10Y | -45.8% | +57.5% | -103.2% | -51.4% |
| All | +316.4% | +413.6% | -97.2% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling