+122.6%
CHTR vs AMCR
+93.5%
+29.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.1% |
| 7D | -4.1% | -6.3% | +2.2% | -2.5% |
| 30D | -3.0% | -7.8% | +4.8% | -0.9% |
| 3M | +4.8% | +7.5% | -2.8% | +3.0% |
| 6M | -35.0% | +2.7% | -37.7% | -35.6% |
| YTD | -30.2% | +6.0% | -36.2% | -31.4% |
| 1Y | -44.8% | +7.8% | -52.6% | -46.0% |
| 3Y | -66.6% | +5.8% | -72.3% | -67.4% |
| 5Y | -81.5% | -11.6% | -69.9% | -81.3% |
| 10Y | -44.8% | +14.6% | -59.4% | -49.0% |
| All | +122.6% | +93.5% | +29.1% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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