-44.5%
APP vs CHTR
-46.6%
+2.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -1.9% | +2.6% |
| 7D | +0.3% | -7.1% | +7.4% | +1.0% |
| 30D | -1.3% | -10.9% | +9.5% | -0.4% |
| 3M | -36.2% | +2.0% | -38.2% | -36.7% |
| 6M | -34.1% | -35.9% | +1.8% | -34.2% |
| YTD | -53.3% | -32.7% | -20.7% | -50.4% |
| 1Y | -44.5% | -46.6% | +2.0% | -39.1% |
| All | -44.5% | -46.6% | +2.0% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling