+282.5%
CHTR vs AIG
+303.2%
-20.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.3% |
| 7D | -15.8% | -1.4% | -14.3% | -15.4% |
| 30D | -12.7% | -3.3% | -9.3% | -11.8% |
| 3M | -1.1% | +2.2% | -3.3% | -1.8% |
| 6M | -39.9% | -2.1% | -37.8% | -39.5% |
| YTD | -35.9% | -11.2% | -24.7% | -33.8% |
| 1Y | -49.2% | -2.1% | -47.0% | -49.0% |
| 3Y | -68.3% | +34.4% | -102.7% | -70.9% |
| 5Y | -83.0% | +53.7% | -136.7% | -85.0% |
| 10Y | -49.3% | +64.4% | -113.7% | -59.5% |
| All | +282.5% | +303.2% | -20.6% | +135.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling