-62.5%
CHTR vs BAM
+66.2%
-128.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -6.6% | +2.5% | -1.2% |
| 30D | -3.0% | -12.4% | +9.5% | +2.8% |
| 3M | +4.8% | +2.4% | +2.4% | +4.0% |
| 6M | -35.0% | +7.9% | -43.0% | -36.8% |
| YTD | -30.2% | -7.0% | -23.2% | -28.2% |
| 1Y | -44.8% | -13.4% | -31.4% | -41.8% |
| 3Y | -66.6% | +46.9% | -113.4% | -72.5% |
| All | -62.5% | +66.2% | -128.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling