+290.1%
APH vs CHTR
-65.0%
+355.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -3.3% | -4.5% | +1.1% | -3.3% |
| 3M | +14.0% | +10.2% | +3.8% | +13.2% |
| 6M | +24.4% | -37.2% | +61.7% | +27.2% |
| YTD | +21.4% | -30.2% | +51.6% | +23.2% |
| 1Y | +48.9% | -44.8% | +93.7% | +54.6% |
| 3Y | +290.1% | -65.5% | +355.6% | +327.3% |
| All | +290.1% | -65.0% | +355.1% | +327.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling