-21.4%
ABT vs CHD
+2.3%
-23.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.9% | -4.5% | -1.4% | -4.2% |
| 30D | -8.1% | -6.7% | -1.4% | -5.7% |
| 3M | +14.5% | -2.7% | +17.3% | +15.6% |
| 6M | -6.3% | -4.9% | -1.3% | -5.3% |
| YTD | -17.1% | +13.3% | -30.5% | -18.4% |
| 1Y | -21.4% | +1.0% | -22.4% | -22.3% |
| All | -21.4% | +2.3% | -23.7% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling