+316.4%
CHTR vs ADM
+320.8%
-4.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -4.5% | +11.0% | -15.5% | -7.4% |
| 3M | +10.2% | +6.0% | +4.2% | +8.0% |
| 6M | -37.2% | +26.9% | -64.2% | -42.1% |
| YTD | -30.2% | +50.0% | -80.2% | -38.9% |
| 1Y | -44.8% | +39.6% | -84.4% | -50.8% |
| 3Y | -65.5% | +18.5% | -84.0% | -68.4% |
| 5Y | -81.8% | +62.6% | -144.3% | -85.3% |
| 10Y | -45.8% | +162.4% | -208.2% | -64.5% |
| All | +316.4% | +320.8% | -4.4% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling