-55.2%
CHTR vs AMDL
+145.7%
-200.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.9% | -14.5% | -2.4% |
| 7D | +5.4% | +103.5% | -98.1% | +7.7% |
| 30D | +24.0% | -18.3% | +42.4% | +24.7% |
| 3M | -11.7% | +20.1% | -31.7% | -10.5% |
| 6M | -10.3% | +15.9% | -26.2% | -9.1% |
| YTD | -36.5% | +303.0% | -339.5% | -37.3% |
| 1Y | -37.7% | +164.0% | -201.7% | -37.5% |
| All | -55.2% | +145.7% | -200.9% | -59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling