-65.4%
CHTR vs ADVB
-95.9%
+30.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +42.7% | -45.4% | -3.0% |
| 7D | +5.4% | +74.2% | -68.8% | +4.8% |
| 30D | +24.0% | -35.9% | +59.9% | +24.8% |
| 3M | -11.7% | -56.4% | +44.8% | -10.7% |
| 6M | -10.3% | -36.7% | +26.4% | -12.2% |
| YTD | -36.5% | -43.3% | +6.9% | -37.8% |
| 1Y | -37.7% | -63.4% | +25.6% | -38.0% |
| All | -65.4% | -95.9% | +30.5% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling