+329.1%
APP vs CHTR
-83.3%
+412.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.1% | +5.9% | +0.4% |
| 7D | -4.4% | -15.8% | +11.4% | +0.9% |
| 30D | -10.0% | -12.7% | +2.6% | -6.5% |
| 3M | -41.4% | -1.1% | -40.3% | -42.0% |
| 6M | -41.0% | -39.9% | -1.1% | -32.8% |
| YTD | -54.7% | -35.9% | -18.9% | -50.2% |
| 1Y | -45.3% | -49.2% | +3.8% | -34.4% |
| 3Y | +624.3% | -68.3% | +692.6% | +920.6% |
| 5Y | +329.1% | -83.0% | +412.1% | +625.0% |
| All | +329.1% | -83.3% | +412.4% | +625.0% |
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