-45.6%
CHTR vs AA
+13.9%
-59.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +5.7% |
| 7D | +14.1% | +0.9% | +13.2% | +14.1% |
| 30D | +11.6% | -6.4% | +18.0% | +11.4% |
| 3M | -21.4% | -13.0% | -8.5% | -21.6% |
| 6M | -27.3% | -34.6% | +7.4% | -27.9% |
| YTD | -42.4% | -23.0% | -19.4% | -43.3% |
| 1Y | -45.6% | +16.0% | -61.6% | -48.3% |
| All | -45.6% | +13.9% | -59.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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