-45.9%
CHTR vs AGI
+392.3%
-438.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.7% |
| 7D | -4.1% | -2.7% | -1.4% | -4.0% |
| 30D | -3.0% | +7.2% | -10.2% | -3.3% |
| 3M | +4.8% | +4.3% | +0.5% | +4.4% |
| 6M | -35.0% | -27.1% | -7.9% | -34.3% |
| YTD | -30.2% | -6.6% | -23.6% | -30.4% |
| 1Y | -44.8% | +9.5% | -54.3% | -45.4% |
| 3Y | -66.6% | +208.4% | -275.0% | -68.8% |
| 5Y | -81.5% | +401.6% | -483.1% | -83.1% |
| All | -45.9% | +392.3% | -438.2% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling