-65.4%
CHTR vs AVTR
+1.1%
-66.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.4% | -5.7% | -7.6% |
| 7D | -15.8% | +1.6% | -17.3% | -16.1% |
| 30D | -12.7% | +8.4% | -21.0% | -14.3% |
| 3M | -1.1% | +50.2% | -51.2% | -10.4% |
| 6M | -39.9% | +82.6% | -122.5% | -48.3% |
| YTD | -35.9% | +29.8% | -65.7% | -40.4% |
| 1Y | -49.2% | +16.0% | -65.1% | -52.2% |
| 3Y | -68.3% | -26.4% | -41.9% | -67.6% |
| 5Y | -83.0% | -64.5% | -18.5% | -79.7% |
| All | -65.4% | +1.1% | -66.4% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling