-47.4%
CHTR vs AVAV
+315.4%
-362.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.1% | +4.6% |
| 7D | +17.2% | +4.2% | +13.0% | +16.7% |
| 30D | +31.6% | -2.6% | +34.2% | +31.4% |
| 3M | -11.6% | -38.0% | +26.4% | -7.8% |
| 6M | -3.3% | -27.0% | +23.7% | -1.8% |
| YTD | -33.7% | -51.4% | +17.7% | -30.8% |
| 1Y | -32.4% | -60.2% | +27.8% | -28.1% |
| 3Y | -65.9% | -6.7% | -59.3% | -68.5% |
| 5Y | -79.9% | +28.3% | -108.2% | -82.7% |
| All | -47.4% | +315.4% | -362.8% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling