+930.0%
APH vs CHTR
-49.2%
+979.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -2.4% |
| 7D | +4.9% | +17.2% | -12.3% | +2.1% |
| 30D | -5.4% | +31.6% | -37.0% | -10.1% |
| 3M | -5.5% | -11.6% | +6.1% | -4.2% |
| 6M | +25.9% | -3.3% | +29.2% | +24.4% |
| YTD | +16.4% | -33.7% | +50.1% | +21.6% |
| 1Y | +16.5% | -32.4% | +48.9% | +21.0% |
| 3Y | +270.9% | -65.9% | +336.8% | +339.6% |
| 5Y | +289.5% | -79.9% | +369.4% | +430.6% |
| All | +930.0% | -49.2% | +979.2% | +1,018.6% |
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