-47.4%
CHTR vs ALLY
+174.3%
-221.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | +17.2% | +0.4% | +16.8% | +17.0% |
| 30D | +31.6% | +5.2% | +26.4% | +29.8% |
| 3M | -11.6% | -13.3% | +1.7% | -8.0% |
| 6M | -3.3% | -6.7% | +3.4% | -1.3% |
| YTD | -33.7% | -12.8% | -20.9% | -31.3% |
| 1Y | -32.4% | +0.7% | -33.1% | -32.7% |
| 3Y | -65.9% | +65.2% | -131.2% | -70.8% |
| 5Y | -79.9% | -10.1% | -69.8% | -80.7% |
| All | -47.4% | +174.3% | -221.7% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling