-47.8%
CHTR vs AVAV
+520.8%
-568.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.5% | +0.5% | +4.5% |
| 7D | -7.1% | -0.1% | -7.1% | -7.1% |
| 30D | -10.9% | -25.0% | +14.1% | -8.3% |
| 3M | +2.0% | -15.0% | +17.0% | +2.8% |
| 6M | -35.9% | -33.6% | -2.3% | -34.0% |
| YTD | -32.7% | -39.2% | +6.5% | -30.9% |
| 1Y | -46.6% | -40.5% | -6.1% | -45.3% |
| 3Y | -66.7% | +29.6% | -96.3% | -70.2% |
| 5Y | -82.1% | +56.7% | -138.9% | -84.8% |
| All | -47.8% | +520.8% | -568.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling