-66.6%
CHTR vs AUR
+84.2%
-150.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.6% |
| 7D | -4.1% | +1.4% | -5.5% | -4.2% |
| 30D | -3.0% | -6.4% | +3.4% | -2.7% |
| 3M | +4.8% | +7.7% | -2.9% | +3.7% |
| 6M | -35.0% | +44.5% | -79.5% | -37.6% |
| YTD | -30.2% | +67.4% | -97.6% | -34.0% |
| 1Y | -44.8% | +15.4% | -60.2% | -46.3% |
| 3Y | -66.6% | +94.8% | -161.4% | -71.7% |
| All | -66.6% | +84.2% | -150.8% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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