-82.1%
CHTR vs APD
+24.4%
-106.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.2% |
| 7D | -7.1% | -3.5% | -3.7% | -6.0% |
| 30D | -10.9% | -5.1% | -5.8% | -9.2% |
| 3M | +2.0% | +6.9% | -4.8% | -0.5% |
| 6M | -35.9% | +8.1% | -44.0% | -37.9% |
| YTD | -32.7% | +21.2% | -53.9% | -37.5% |
| 1Y | -46.6% | +4.9% | -51.4% | -47.9% |
| 3Y | -66.7% | +6.3% | -73.0% | -68.5% |
| 5Y | -82.1% | +24.3% | -106.4% | -84.7% |
| All | -82.1% | +24.4% | -106.6% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling