+1,278.0%
AAPL vs CHTR
-44.7%
+1,322.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.8% |
| 7D | +3.8% | -4.1% | +7.9% | +4.8% |
| 30D | +9.9% | -3.0% | +12.9% | +10.2% |
| 3M | +12.5% | +4.8% | +7.7% | +9.7% |
| 6M | +27.6% | -35.0% | +62.7% | +38.7% |
| YTD | +22.6% | -30.2% | +52.7% | +29.6% |
| 1Y | +45.0% | -44.8% | +89.7% | +63.9% |
| 3Y | +87.8% | -66.6% | +154.3% | +138.0% |
| 5Y | +128.7% | -81.5% | +210.2% | +255.4% |
| All | +1,278.0% | -44.7% | +1,322.7% | +1,367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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