+90.5%
AA vs CHD
+4.0%
+86.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.6% | +3.2% |
| 7D | +1.7% | -2.9% | +4.6% | +1.1% |
| 30D | +3.3% | -6.2% | +9.5% | +2.2% |
| 3M | -29.4% | +1.6% | -31.0% | -29.0% |
| 6M | -12.8% | -3.5% | -9.3% | -12.8% |
| YTD | -2.1% | +16.2% | -18.3% | +0.4% |
| 1Y | +62.8% | +3.4% | +59.4% | +65.1% |
| 3Y | +90.5% | +4.6% | +85.9% | +91.8% |
| All | +90.5% | +4.0% | +86.5% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 3y: compounded portfolio wealth divided by compounded CHD 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…
3y analysis · Full analysis span regression · 6 months rolling