+169.3%
CHTR vs APTV
+180.7%
-11.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.7% | +2.3% | +4.3% |
| 7D | -7.1% | -1.8% | -5.3% | -6.7% |
| 30D | -10.9% | -7.9% | -2.9% | -9.1% |
| 3M | +2.0% | -29.9% | +31.9% | +10.0% |
| 6M | -35.9% | -36.6% | +0.7% | -29.8% |
| YTD | -32.7% | -40.0% | +7.3% | -25.5% |
| 1Y | -46.6% | -44.0% | -2.5% | -39.8% |
| 3Y | -66.7% | -54.5% | -12.2% | -61.6% |
| 5Y | -82.1% | -68.8% | -13.3% | -78.2% |
| 10Y | -46.8% | -16.9% | -29.8% | -53.7% |
| All | +169.3% | +180.7% | -11.4% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling