-47.8%
CHTR vs AMBA
+8.8%
-56.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.3% | +5.1% |
| 7D | -7.1% | +7.1% | -14.2% | -8.0% |
| 30D | -10.9% | -18.1% | +7.3% | -9.0% |
| 3M | +2.0% | +8.4% | -6.4% | -0.4% |
| 6M | -35.9% | +25.7% | -61.6% | -39.6% |
| YTD | -32.7% | -4.2% | -28.5% | -34.5% |
| 1Y | -46.6% | -18.7% | -27.9% | -47.3% |
| 3Y | -66.7% | +13.3% | -80.0% | -69.9% |
| 5Y | -82.1% | -54.2% | -27.9% | -83.0% |
| All | -47.8% | +8.8% | -56.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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