-60.3%
CHTR vs ADVB
-88.3%
+28.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.1% | -3.8% | +2.7% | -1.0% |
| 30D | -0.8% | +17.6% | -18.3% | -1.0% |
| 3M | +17.8% | +119.1% | -101.4% | +13.0% |
| 6M | -34.5% | +103.4% | -137.9% | -37.3% |
| YTD | -27.2% | +59.8% | -87.0% | -29.7% |
| 1Y | -41.4% | +8.5% | -50.0% | -43.3% |
| All | -60.3% | -88.3% | +28.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling