+143.3%
AAPL vs CHD
+33.2%
+110.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.1% |
| 7D | +4.1% | +3.6% | +0.5% | +3.5% |
| 30D | +4.0% | +10.4% | -6.4% | +2.2% |
| 3M | +16.8% | +12.2% | +4.6% | +14.4% |
| 6M | +19.4% | +19.9% | -0.5% | +15.6% |
| YTD | +31.5% | +36.4% | -4.9% | +24.3% |
| 1Y | +31.0% | +35.1% | -4.2% | +24.0% |
| 3Y | +95.3% | +29.2% | +66.1% | +82.5% |
| All | +143.3% | +33.2% | +110.1% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling