-45.9%
CHTR vs APD
+166.7%
-212.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -4.1% | -3.3% | -0.8% | -2.9% |
| 30D | -3.0% | -4.2% | +1.2% | -1.3% |
| 3M | +4.8% | +5.4% | -0.7% | +2.4% |
| 6M | -35.0% | +6.3% | -41.3% | -36.9% |
| YTD | -30.2% | +20.3% | -50.5% | -35.2% |
| 1Y | -44.8% | +1.6% | -46.4% | -45.7% |
| 3Y | -66.6% | +4.0% | -70.6% | -68.1% |
| 5Y | -81.5% | +23.3% | -104.8% | -83.8% |
| All | -45.9% | +166.7% | -212.5% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling