-82.1%
CHTR vs ARMK
+147.8%
-229.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.2% | +5.1% |
| 7D | -7.1% | -0.9% | -6.2% | -6.8% |
| 30D | -10.9% | -5.9% | -4.9% | -8.8% |
| 3M | +2.0% | +6.7% | -4.7% | -0.8% |
| 6M | -35.9% | +42.5% | -78.5% | -44.7% |
| YTD | -32.7% | +55.1% | -87.8% | -44.0% |
| 1Y | -46.6% | +50.3% | -96.9% | -55.1% |
| 3Y | -66.7% | +122.2% | -188.9% | -76.5% |
| 5Y | -82.1% | +155.2% | -237.3% | -88.4% |
| All | -82.1% | +147.8% | -229.9% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 5y: compounded portfolio wealth divided by compounded ARMK 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…
5y analysis · Full analysis span regression · 6 months rolling