-45.9%
CHTR vs APTV
-16.1%
-29.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -5.0% | +0.9% | -2.9% |
| 30D | -3.0% | -6.1% | +3.1% | -1.6% |
| 3M | +4.8% | -33.0% | +37.8% | +13.8% |
| 6M | -35.0% | -35.2% | +0.2% | -29.6% |
| YTD | -30.2% | -40.1% | +10.0% | -23.1% |
| 1Y | -44.8% | -45.6% | +0.8% | -37.8% |
| 3Y | -66.6% | -54.4% | -12.2% | -61.8% |
| 5Y | -81.5% | -68.9% | -12.6% | -77.8% |
| All | -45.9% | -16.1% | -29.8% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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