+316.5%
CHTR vs AU
+210.6%
+105.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -4.1% | -4.3% | +0.2% | -4.0% |
| 30D | -3.0% | +7.3% | -10.3% | -3.3% |
| 3M | +4.8% | +26.3% | -21.6% | +3.8% |
| 6M | -35.0% | +1.8% | -36.8% | -35.3% |
| YTD | -30.2% | +26.8% | -57.0% | -31.2% |
| 1Y | -44.8% | +66.7% | -111.5% | -46.3% |
| 3Y | -66.6% | +579.1% | -645.6% | -69.7% |
| 5Y | -81.5% | +689.3% | -770.8% | -83.5% |
| 10Y | -44.8% | +686.6% | -731.4% | -51.2% |
| All | +316.5% | +210.6% | +105.9% | +300.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling