-45.6%
CHTR vs APD
+36.4%
-81.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.4% |
| 7D | +14.1% | +3.8% | +10.3% | +13.4% |
| 30D | +11.6% | +14.1% | -2.5% | +9.7% |
| 3M | -21.4% | +8.2% | -29.6% | -21.9% |
| 6M | -27.3% | +7.5% | -34.8% | -27.2% |
| YTD | -42.4% | +31.7% | -74.1% | -43.9% |
| 1Y | -45.6% | +35.1% | -80.6% | -46.8% |
| All | -45.6% | +36.4% | -81.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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