-66.6%
CHTR vs AU
+577.5%
-644.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -4.1% | -4.3% | +0.2% | -4.1% |
| 30D | -3.0% | +7.3% | -10.3% | -2.9% |
| 3M | +4.8% | +26.3% | -21.6% | +4.8% |
| 6M | -35.0% | +1.8% | -36.8% | -35.0% |
| YTD | -30.2% | +26.8% | -57.0% | -30.7% |
| 1Y | -44.8% | +66.7% | -111.5% | -45.8% |
| 3Y | -66.6% | +579.1% | -645.6% | -70.6% |
| All | -66.6% | +577.5% | -644.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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