+282.5%
CHTR vs APA
-41.2%
+323.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.0% | -11.1% | -8.5% |
| 7D | -15.8% | +0.3% | -16.1% | -15.9% |
| 30D | -12.7% | +9.3% | -22.0% | -13.8% |
| 3M | -1.1% | +23.3% | -24.4% | -4.2% |
| 6M | -39.9% | +39.5% | -79.4% | -43.0% |
| YTD | -35.9% | +87.6% | -123.5% | -41.7% |
| 1Y | -49.2% | +114.2% | -163.4% | -54.8% |
| 3Y | -68.3% | +13.6% | -81.9% | -70.0% |
| 5Y | -83.0% | +175.6% | -258.5% | -86.1% |
| 10Y | -49.3% | -2.6% | -46.7% | -57.8% |
| All | +282.5% | -41.2% | +323.8% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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