+316.4%
CHTR vs AME
+1,439.9%
-1,123.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.3% | +2.8% | -3.1% | -1.4% |
| 30D | -4.5% | -6.3% | +1.8% | -2.0% |
| 3M | +10.2% | +5.4% | +4.9% | +7.1% |
| 6M | -37.2% | +7.4% | -44.7% | -39.8% |
| YTD | -30.2% | +16.2% | -46.3% | -35.3% |
| 1Y | -44.8% | +26.8% | -71.6% | -50.9% |
| 3Y | -65.5% | +57.5% | -123.0% | -72.6% |
| 5Y | -81.8% | +84.8% | -166.6% | -86.6% |
| 10Y | -45.8% | +424.3% | -470.1% | -75.6% |
| All | +316.4% | +1,439.9% | -1,123.5% | +38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling