+301.6%
CHTR vs AMP
+1,867.2%
-1,565.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.9% |
| 7D | -7.1% | -2.0% | -5.1% | -6.5% |
| 30D | -10.9% | -1.7% | -9.2% | -10.3% |
| 3M | +2.0% | +23.2% | -21.2% | -5.1% |
| 6M | -35.9% | +22.2% | -58.1% | -40.5% |
| YTD | -32.7% | +14.0% | -46.7% | -36.1% |
| 1Y | -46.6% | +14.0% | -60.6% | -49.3% |
| 3Y | -66.7% | +67.0% | -133.7% | -72.5% |
| 5Y | -82.1% | +123.2% | -205.4% | -86.8% |
| 10Y | -46.8% | +578.5% | -625.3% | -75.4% |
| All | +301.6% | +1,867.2% | -1,565.6% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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