-62.3%
CHTR vs AVTR
+0.6%
-62.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -4.1% | -1.1% | -3.0% | -3.8% |
| 30D | -3.0% | +6.3% | -9.3% | -4.3% |
| 3M | +4.8% | +53.3% | -48.5% | -5.5% |
| 6M | -35.0% | +78.6% | -113.7% | -43.8% |
| YTD | -30.2% | +29.2% | -59.4% | -35.0% |
| 1Y | -44.8% | +13.8% | -58.6% | -47.8% |
| 3Y | -66.6% | -27.4% | -39.1% | -65.7% |
| 5Y | -81.5% | -65.0% | -16.5% | -77.8% |
| All | -62.3% | +0.6% | -62.9% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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