+11.2%
CHTR vs ALLY
+124.8%
-113.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +3.7% | -4.7% | -2.0% |
| 30D | -0.8% | -2.3% | +1.5% | -0.2% |
| 3M | +17.8% | +3.8% | +13.9% | +16.6% |
| 6M | -34.5% | +9.7% | -44.2% | -36.1% |
| YTD | -27.2% | -1.4% | -25.8% | -27.1% |
| 1Y | -41.4% | +8.2% | -49.7% | -42.9% |
| 3Y | -64.0% | +66.5% | -130.5% | -69.3% |
| 5Y | -81.3% | +1.2% | -82.5% | -82.6% |
| 10Y | -44.1% | +191.4% | -235.5% | -62.9% |
| All | +11.2% | +124.8% | -113.6% | -25.2% |
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 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