+234.1%
ABT vs CHD
+196.1%
+38.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -1.3% | +3.6% | -4.9% | -2.7% |
| 30D | +6.0% | +10.4% | -4.4% | +1.9% |
| 3M | -1.9% | +12.2% | -14.0% | -6.4% |
| 6M | +31.2% | +19.9% | +11.3% | +21.8% |
| YTD | -11.2% | +36.4% | -47.6% | -21.8% |
| 1Y | -14.0% | +35.1% | -49.1% | -23.9% |
| 3Y | +20.7% | +29.2% | -8.5% | +7.3% |
| 5Y | -6.7% | +33.4% | -40.1% | -19.6% |
| All | +234.1% | +196.1% | +38.0% | +130.5% |
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