-41.4%
CHTR vs AIG
-4.5%
-37.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -1.1% | -0.9% | -0.1% | -0.7% |
| 30D | -0.8% | -4.9% | +4.1% | +1.3% |
| 3M | +17.8% | +4.5% | +13.3% | +15.2% |
| 6M | -34.5% | -1.4% | -33.0% | -34.4% |
| YTD | -27.2% | -9.8% | -17.4% | -26.3% |
| 1Y | -41.4% | -4.5% | -36.9% | -42.1% |
| All | -41.4% | -4.5% | -37.0% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling