-60.9%
CHTR vs BAM
+78.0%
-138.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.2% |
| 30D | -0.8% | -2.9% | +2.2% | +0.6% |
| 3M | +17.8% | +9.4% | +8.4% | +13.5% |
| 6M | -34.5% | +10.8% | -45.2% | -37.2% |
| YTD | -27.2% | -0.4% | -26.7% | -27.4% |
| 1Y | -41.4% | -10.9% | -30.6% | -39.1% |
| 3Y | -64.0% | +61.3% | -125.3% | -71.6% |
| All | -60.9% | +78.0% | -138.9% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling