-47.8%
CHTR vs AMC
-99.0%
+51.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.0% | +5.0% |
| 7D | -7.1% | -7.1% | -0.1% | -7.1% |
| 30D | -10.9% | -1.7% | -9.2% | -10.8% |
| 3M | +2.0% | +13.5% | -11.5% | +1.7% |
| 6M | -35.9% | +112.6% | -148.5% | -36.6% |
| YTD | -32.7% | +51.3% | -83.9% | -33.2% |
| 1Y | -46.6% | -14.5% | -32.1% | -46.7% |
| 3Y | -66.7% | -67.1% | +0.4% | -66.7% |
| 5Y | -82.1% | -99.5% | +17.4% | -82.0% |
| All | -47.8% | -99.0% | +51.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling