-45.9%
CHTR vs ADM
+177.9%
-223.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | -4.1% | +2.5% | -6.6% | -4.7% |
| 30D | -3.0% | +9.5% | -12.4% | -5.3% |
| 3M | +4.8% | +10.6% | -5.8% | +1.7% |
| 6M | -35.0% | +24.0% | -59.1% | -39.2% |
| YTD | -30.2% | +54.0% | -84.1% | -38.6% |
| 1Y | -44.8% | +45.3% | -90.1% | -50.8% |
| 3Y | -66.6% | +21.8% | -88.3% | -69.3% |
| 5Y | -81.5% | +66.8% | -148.3% | -84.9% |
| All | -45.9% | +177.9% | -223.7% | -63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling