-45.6%
CHTR vs ADVB
-76.7%
+31.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.5% | +10.2% | +5.7% |
| 7D | +14.1% | -29.5% | +43.6% | +14.2% |
| 30D | +11.6% | -66.9% | +78.5% | +11.8% |
| 3M | -21.4% | -73.7% | +52.3% | -21.4% |
| 6M | -27.3% | -64.8% | +37.5% | -28.0% |
| YTD | -42.4% | -64.0% | +21.6% | -42.3% |
| 1Y | -45.6% | -77.0% | +31.4% | -46.6% |
| All | -45.6% | -76.7% | +31.1% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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