+316.5%
CHTR vs AZO
+1,713.3%
-1,396.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 6M | -35.0% | -22.5% | -12.5% | -29.7% |
| YTD | -30.2% | -15.2% | -15.0% | -26.9% |
| 1Y | -44.8% | -33.9% | -10.8% | -37.5% |
| 3Y | -66.6% | +11.8% | -78.4% | -68.4% |
| 5Y | -81.5% | +85.5% | -167.0% | -85.3% |
| 10Y | -44.8% | +298.2% | -343.0% | -66.8% |
| All | +316.5% | +1,713.3% | -1,396.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling