-41.4%
CHTR vs AME
+29.8%
-71.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.1% | +0.6% | -1.7% | -1.1% |
| 30D | -0.8% | -6.7% | +5.9% | -0.7% |
| 3M | +17.8% | +4.1% | +13.7% | +16.6% |
| 6M | -34.5% | +1.6% | -36.1% | -34.7% |
| YTD | -27.2% | +16.1% | -43.3% | -28.5% |
| 1Y | -41.4% | +27.3% | -68.8% | -42.1% |
| All | -41.4% | +29.8% | -71.2% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling