+298.1%
APP vs CHTR
-79.9%
+378.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +2.5% |
| 7D | +4.6% | +17.2% | -12.6% | -1.0% |
| 30D | +56.0% | +31.6% | +24.4% | +42.0% |
| 3M | +30.8% | -11.6% | +42.4% | +34.7% |
| 6M | -9.8% | -3.3% | -6.5% | -10.8% |
| YTD | -39.3% | -33.7% | -5.6% | -34.2% |
| 1Y | -26.4% | -32.4% | +6.0% | -21.1% |
| 3Y | +887.9% | -65.9% | +953.9% | +1,249.5% |
| All | +298.1% | -79.9% | +378.0% | +696.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling