-65.9%
CHTR vs APD
+29.7%
-95.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +17.2% | +3.8% | +13.4% | +15.9% |
| 30D | +31.6% | +8.2% | +23.4% | +28.6% |
| 3M | -11.6% | +4.3% | -15.9% | -12.6% |
| 6M | -3.3% | +4.7% | -8.0% | -4.5% |
| YTD | -33.7% | +31.5% | -65.3% | -39.6% |
| 1Y | -32.4% | +23.5% | -56.0% | -37.3% |
| 3Y | -65.9% | +29.1% | -95.1% | -69.7% |
| All | -65.9% | +29.7% | -95.7% | -69.7% |
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