-52.5%
CHTR vs AMDL
+115.6%
-168.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.7% | +11.7% | +4.9% |
| 7D | -7.1% | +20.7% | -27.8% | -6.9% |
| 30D | -10.9% | +9.4% | -20.3% | -10.7% |
| 3M | +2.0% | +5.6% | -3.6% | +2.3% |
| 6M | -35.9% | +340.3% | -376.2% | -37.2% |
| YTD | -32.7% | +253.6% | -286.3% | -34.3% |
| 1Y | -46.6% | +443.4% | -489.9% | -49.3% |
| All | -52.5% | +115.6% | -168.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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