+212.5%
AA vs CHD
+11,766.8%
-11,554.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | +0.5% | +3.6% | -3.1% | -0.4% |
| 30D | -0.6% | +10.4% | -11.0% | -3.1% |
| 3M | -19.7% | +12.2% | -31.8% | -22.1% |
| 6M | -41.6% | +19.9% | -61.5% | -44.4% |
| YTD | -24.6% | +36.4% | -61.0% | -30.9% |
| 1Y | +4.9% | +35.1% | -30.3% | -3.8% |
| 3Y | +66.8% | +29.2% | +37.6% | +52.2% |
| 5Y | -19.4% | +33.4% | -52.8% | -27.9% |
| 10Y | +43.1% | +195.0% | -151.9% | -2.5% |
| All | +212.5% | +11,766.8% | -11,554.4% | -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