-45.6%
CHTR vs AIG
+6.0%
-51.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.0% |
| 7D | +14.1% | +2.3% | +11.8% | +12.9% |
| 30D | +11.6% | +8.8% | +2.8% | +7.6% |
| 3M | -21.4% | +3.7% | -25.1% | -22.7% |
| 6M | -27.3% | +6.8% | -34.0% | -29.6% |
| YTD | -42.4% | -2.6% | -39.7% | -44.1% |
| 1Y | -45.6% | +3.7% | -49.3% | -48.9% |
| All | -45.6% | +6.0% | -51.5% | -48.9% |
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