+20.7%
ABT vs CHD
+31.2%
-10.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.1% |
| 3M | -1.9% | +12.2% | -14.0% | -6.1% |
| 6M | +31.2% | +19.9% | +11.3% | +22.4% |
| YTD | -11.2% | +36.4% | -47.6% | -20.4% |
| 1Y | -14.0% | +35.1% | -49.1% | -22.6% |
| 3Y | +20.7% | +29.2% | -8.5% | +12.4% |
| All | +20.7% | +31.2% | -10.6% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling