-66.6%
CHTR vs AME
+59.6%
-126.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.9% |
| 7D | -4.1% | +1.7% | -5.8% | -4.5% |
| 30D | -3.0% | -6.4% | +3.5% | -1.5% |
| 3M | +4.8% | +7.1% | -2.3% | +2.3% |
| 6M | -35.0% | +8.2% | -43.2% | -36.9% |
| YTD | -30.2% | +18.2% | -48.3% | -34.2% |
| 1Y | -44.8% | +26.7% | -71.5% | -49.1% |
| 3Y | -66.6% | +60.7% | -127.3% | -73.4% |
| All | -66.6% | +59.6% | -126.2% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling