-69.3%
CHTR vs APD
+6.4%
-75.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.8% | -7.3% | -7.9% |
| 7D | -15.8% | -4.6% | -11.2% | -14.6% |
| 30D | -12.7% | -4.2% | -8.5% | -11.4% |
| 3M | -1.1% | +5.0% | -6.1% | -2.5% |
| 6M | -39.9% | +8.9% | -48.9% | -41.7% |
| YTD | -35.9% | +21.9% | -57.8% | -40.0% |
| 1Y | -49.2% | +5.6% | -54.7% | -50.2% |
| All | -69.3% | +6.4% | -75.7% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling