+334.3%
CHTR vs AVAV
+386.2%
-52.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.1% | -2.2% | +1.2% | -0.8% |
| 30D | -0.8% | -13.9% | +13.2% | +0.7% |
| 3M | +17.8% | -29.2% | +47.0% | +21.0% |
| 6M | -34.5% | -36.1% | +1.6% | -32.2% |
| YTD | -27.2% | -40.2% | +13.0% | -25.0% |
| 1Y | -41.4% | -36.2% | -5.2% | -40.5% |
| 3Y | -64.0% | +47.5% | -111.5% | -68.3% |
| 5Y | -81.3% | +39.3% | -120.5% | -83.8% |
| 10Y | -44.1% | +482.6% | -526.6% | -61.5% |
| All | +334.3% | +386.2% | -52.0% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling