+651.5%
ADI vs CHTR
-44.7%
+696.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.1% | +3.9% |
| 7D | +4.6% | -4.1% | +8.7% | +5.5% |
| 30D | -1.2% | -3.0% | +1.8% | -1.0% |
| 3M | -7.8% | +4.8% | -12.6% | -10.4% |
| 6M | +19.3% | -35.0% | +54.4% | +29.9% |
| YTD | +40.9% | -30.2% | +71.1% | +49.0% |
| 1Y | +54.5% | -44.8% | +99.3% | +75.5% |
| 3Y | +123.4% | -66.6% | +190.0% | +187.0% |
| 5Y | +142.3% | -81.5% | +223.8% | +281.2% |
| All | +651.5% | -44.7% | +696.2% | +702.7% |
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