+16.6%
CHTR vs AMC
-98.1%
+114.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.3% | -3.9% | +0.3% |
| 7D | -1.1% | +2.3% | -3.4% | -1.1% |
| 30D | -0.8% | -0.7% | 0.0% | -0.8% |
| 3M | +17.8% | +35.2% | -17.4% | +17.0% |
| 6M | -34.5% | +124.6% | -159.1% | -35.4% |
| YTD | -27.2% | +69.9% | -97.1% | -28.0% |
| 1Y | -41.4% | -2.6% | -38.9% | -41.7% |
| 3Y | -64.0% | -79.8% | +15.8% | -63.9% |
| 5Y | -81.3% | -99.4% | +18.1% | -81.0% |
| 10Y | -44.1% | -98.9% | +54.8% | -37.5% |
| All | +16.6% | -98.1% | +114.7% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling