+197.1%
ABT vs CHD
+126.1%
+71.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -5.9% | -4.5% | -1.4% | -4.2% |
| 30D | -8.1% | -6.7% | -1.4% | -5.6% |
| 3M | +14.5% | -2.7% | +17.3% | +15.7% |
| 6M | -6.3% | -4.9% | -1.3% | -4.6% |
| YTD | -17.1% | +13.3% | -30.5% | -21.2% |
| 1Y | -21.4% | +1.0% | -22.4% | -22.1% |
| 3Y | +5.9% | +1.3% | +4.6% | +3.8% |
| 5Y | -12.8% | +20.8% | -33.6% | -21.7% |
| All | +197.1% | +126.1% | +71.0% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling