-50.3%
CHTR vs AVAV
+494.3%
-544.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.4% | -2.8% | -7.6% |
| 7D | -15.8% | -3.2% | -12.6% | -15.5% |
| 30D | -12.7% | -25.6% | +12.9% | -10.1% |
| 3M | -1.1% | -20.2% | +19.1% | +0.4% |
| 6M | -39.9% | -38.1% | -1.9% | -37.7% |
| YTD | -35.9% | -41.8% | +5.9% | -33.9% |
| 1Y | -49.2% | -39.0% | -10.1% | -48.1% |
| 3Y | -68.3% | +24.1% | -92.4% | -71.5% |
| 5Y | -83.0% | +53.0% | -136.0% | -85.5% |
| All | -50.3% | +494.3% | -544.6% | -65.3% |
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