-66.6%
CHTR vs AJG
+8.2%
-74.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | -4.1% | -8.3% | +4.2% | -0.5% |
| 30D | -3.0% | -5.7% | +2.7% | -0.5% |
| 3M | +4.8% | +9.1% | -4.3% | +1.1% |
| 6M | -35.0% | +15.2% | -50.2% | -38.5% |
| YTD | -30.2% | -6.3% | -23.9% | -29.0% |
| 1Y | -44.8% | -19.1% | -25.7% | -40.5% |
| 3Y | -66.6% | +8.2% | -74.8% | -70.0% |
| All | -66.6% | +8.2% | -74.7% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 3y: compounded portfolio wealth divided by compounded AJG 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…
3y analysis · Full analysis span regression · 6 months rolling