+944.2%
APH vs CHTR
-49.9%
+994.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +0.4% | +13.4% | -13.0% | -1.9% |
| 30D | -8.0% | +33.0% | -41.0% | -12.8% |
| 3M | -5.0% | -13.6% | +8.6% | -3.4% |
| 6M | +29.9% | -7.8% | +37.7% | +29.6% |
| YTD | +18.0% | -34.7% | +52.7% | +23.6% |
| 1Y | +11.3% | -34.8% | +46.2% | +16.6% |
| 3Y | +274.9% | -66.7% | +341.7% | +346.8% |
| 5Y | +300.6% | -80.4% | +381.0% | +448.5% |
| All | +944.2% | -49.9% | +994.2% | +1,037.2% |
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