+124.8%
AAPL vs CHD
+19.7%
+105.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.9% | +3.8% |
| 7D | -0.5% | -4.7% | +4.2% | +0.3% |
| 30D | +7.1% | -8.3% | +15.4% | +8.6% |
| 3M | +12.1% | -4.0% | +16.1% | +12.8% |
| 6M | +25.4% | -6.5% | +31.9% | +26.6% |
| YTD | +20.5% | +13.1% | +7.4% | +17.7% |
| 1Y | +44.5% | +2.3% | +42.2% | +43.7% |
| 3Y | +85.8% | +1.8% | +84.0% | +82.3% |
| 5Y | +124.8% | +20.6% | +104.2% | +111.1% |
| All | +124.8% | +19.7% | +105.1% | +111.1% |
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