-0.2%
CHTR vs ALLY
+98.6%
-98.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +13.4% | -2.8% | +16.1% | +14.2% |
| 30D | +33.0% | +1.9% | +31.1% | +32.3% |
| 3M | -13.6% | -12.1% | -1.4% | -10.4% |
| 6M | -7.8% | -9.0% | +1.2% | -5.3% |
| YTD | -34.7% | -12.9% | -21.8% | -32.4% |
| 1Y | -34.8% | -0.1% | -34.8% | -35.0% |
| 3Y | -66.7% | +64.6% | -131.3% | -71.4% |
| 5Y | -80.4% | -10.1% | -70.3% | -81.1% |
| 10Y | -50.0% | +176.7% | -226.6% | -66.3% |
| All | -0.2% | +98.6% | -98.8% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling