+100.0%
CHTR vs AMBA
+837.3%
-737.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.1% | -11.0% | +9.9% | +0.1% |
| 30D | -0.8% | -23.2% | +22.4% | +1.8% |
| 3M | +17.8% | -12.7% | +30.5% | +17.8% |
| 6M | -34.5% | +11.2% | -45.7% | -36.9% |
| YTD | -27.2% | -11.2% | -16.0% | -28.4% |
| 1Y | -41.4% | -22.5% | -18.9% | -41.9% |
| 3Y | -64.0% | -1.3% | -62.7% | -66.5% |
| 5Y | -81.3% | -54.2% | -27.1% | -82.0% |
| 10Y | -44.1% | -6.1% | -38.0% | -53.3% |
| All | +100.0% | +837.3% | -737.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling