+301.6%
CHTR vs AGI
+230.4%
+71.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.3% | +8.3% | +5.1% |
| 7D | -7.1% | -5.3% | -1.9% | -7.0% |
| 30D | -10.9% | +6.8% | -17.6% | -11.1% |
| 3M | +2.0% | +8.3% | -6.3% | +1.7% |
| 6M | -35.9% | -29.2% | -6.7% | -35.4% |
| YTD | -32.7% | -7.3% | -25.4% | -32.8% |
| 1Y | -46.6% | +8.0% | -54.6% | -47.0% |
| 3Y | -66.7% | +206.6% | -273.3% | -68.2% |
| 5Y | -82.1% | +398.1% | -480.3% | -83.2% |
| 10Y | -46.8% | +384.0% | -430.7% | -49.8% |
| All | +301.6% | +230.4% | +71.2% | +280.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling