-47.8%
CHTR vs ALLY
+190.4%
-238.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.8% |
| 7D | -7.1% | -3.3% | -3.9% | -6.3% |
| 30D | -10.9% | -4.1% | -6.8% | -9.8% |
| 3M | +2.0% | +1.4% | +0.6% | +1.7% |
| 6M | -35.9% | +14.4% | -50.3% | -38.1% |
| YTD | -32.7% | -4.9% | -27.7% | -31.9% |
| 1Y | -46.6% | +5.5% | -52.1% | -47.5% |
| 3Y | -66.7% | +66.0% | -132.8% | -71.6% |
| 5Y | -82.1% | -2.4% | -79.8% | -83.3% |
| All | -47.8% | +190.4% | -238.2% | -62.8% |
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