+291.9%
AA vs CHD
+10,220.8%
-9,928.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +5.0% | -4.6% | +9.6% | +6.1% |
| 3M | -35.8% | +5.0% | -40.9% | -36.9% |
| 6M | -18.4% | -3.2% | -15.2% | -18.2% |
| YTD | -5.5% | +18.6% | -24.1% | -10.2% |
| 1Y | +61.0% | +4.8% | +56.1% | +57.1% |
| 3Y | +66.2% | +6.1% | +60.1% | +59.3% |
| 5Y | +11.4% | +24.0% | -12.6% | +1.2% |
| 10Y | +116.9% | +124.5% | -7.6% | +58.9% |
| All | +291.9% | +10,220.8% | -9,928.9% | +19.0% |
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