-81.6%
CHTR vs AA
+1.1%
-82.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -3.4% | -0.7% | -3.8% |
| 30D | -3.0% | -5.8% | +2.8% | -2.5% |
| 3M | +4.8% | -29.9% | +34.7% | +8.9% |
| 6M | -35.0% | -27.0% | -8.0% | -33.3% |
| YTD | -30.2% | -8.7% | -21.5% | -30.9% |
| 1Y | -44.8% | +50.6% | -95.4% | -49.5% |
| 3Y | -66.6% | +74.1% | -140.6% | -71.0% |
| All | -81.6% | +1.1% | -82.7% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling