-67.7%
CHTR vs AA
+73.4%
-141.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +5.5% |
| 7D | -7.1% | -5.4% | -1.8% | -6.6% |
| 30D | -10.9% | -10.7% | -0.2% | -9.8% |
| 3M | +2.0% | -26.2% | +28.2% | +5.3% |
| 6M | -35.9% | -20.9% | -15.0% | -35.0% |
| YTD | -32.7% | -8.6% | -24.0% | -33.7% |
| 1Y | -46.6% | +57.4% | -103.9% | -52.5% |
| All | -67.7% | +73.4% | -141.1% | -73.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling