-65.9%
CHTR vs AMRZ
-19.2%
-46.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.3% | -5.8% | -7.7% |
| 7D | -15.8% | -4.7% | -11.1% | -15.1% |
| 30D | -12.7% | -11.3% | -1.4% | -11.0% |
| 3M | -1.1% | -22.1% | +21.0% | +1.9% |
| 6M | -39.9% | -29.6% | -10.3% | -37.1% |
| YTD | -35.9% | -23.3% | -12.6% | -34.8% |
| 1Y | -49.2% | -23.7% | -25.4% | -48.8% |
| All | -65.9% | -19.2% | -46.7% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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