+396.9%
APP vs CHTR
-76.6%
+473.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +1.8% |
| 7D | +1.1% | -4.1% | +5.2% | +2.3% |
| 30D | +6.6% | -3.0% | +9.6% | +7.2% |
| 3M | -32.3% | +4.8% | -37.1% | -34.2% |
| 6M | -29.8% | -35.0% | +5.2% | -22.1% |
| YTD | -51.9% | -30.2% | -21.8% | -48.5% |
| 1Y | -43.3% | -44.8% | +1.5% | -33.8% |
| 3Y | +664.1% | -66.6% | +730.6% | +966.1% |
| 5Y | +318.7% | -81.5% | +400.1% | +585.2% |
| All | +396.9% | -76.6% | +473.5% | +613.3% |
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 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