-45.6%
CHTR vs ALLY
+4.2%
-49.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.9% | +3.8% |
| 7D | +14.1% | +2.4% | +11.7% | +12.7% |
| 30D | +11.6% | +5.6% | +6.0% | +8.7% |
| 3M | -21.4% | -11.7% | -9.7% | -17.3% |
| 6M | -27.3% | -7.0% | -20.2% | -24.9% |
| YTD | -42.4% | -10.4% | -32.0% | -38.5% |
| 1Y | -45.6% | +2.4% | -47.9% | -45.5% |
| All | -45.6% | +4.2% | -49.8% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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