-41.4%
CHTR vs ADM
+40.7%
-82.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.1% | +3.8% | -4.8% | -1.0% |
| 30D | -0.8% | +9.8% | -10.5% | -0.8% |
| 3M | +17.8% | +2.1% | +15.6% | +17.2% |
| 6M | -34.5% | +27.5% | -62.0% | -36.5% |
| YTD | -27.2% | +50.2% | -77.4% | -30.5% |
| 1Y | -41.4% | +40.6% | -82.0% | -44.5% |
| All | -41.4% | +40.7% | -82.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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