+212.5%
AA vs CHD
+11,734.1%
-11,521.7%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +0.5% | +3.4% | -2.9% | -0.3% |
| 30D | -0.6% | +10.1% | -10.7% | -3.0% |
| 3M | -19.7% | +11.9% | -31.5% | -22.0% |
| 6M | -41.6% | +19.6% | -61.2% | -44.4% |
| YTD | -24.6% | +36.0% | -60.7% | -30.9% |
| 1Y | +4.9% | +34.8% | -29.9% | -3.7% |
| 3Y | +66.8% | +28.8% | +38.0% | +52.3% |
| 5Y | -19.4% | +33.0% | -52.4% | -27.9% |
| 10Y | +43.1% | +194.2% | -151.1% | -2.5% |
| All | +212.5% | +11,734.1% | -11,521.7% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling