-81.6%
CHTR vs AZO
+85.8%
-167.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -4.1% | -3.6% | -0.5% | -2.9% |
| 30D | -3.0% | -5.6% | +2.6% | -1.1% |
| 3M | +4.8% | -6.6% | +11.4% | +7.0% |
| 6M | -35.0% | -22.5% | -12.5% | -30.0% |
| YTD | -30.2% | -15.2% | -15.0% | -27.0% |
| 1Y | -44.8% | -33.9% | -10.8% | -37.7% |
| 3Y | -66.6% | +11.8% | -78.4% | -68.3% |
| All | -81.6% | +85.8% | -167.4% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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