+6,642.4%
ABT vs CHD
+10,220.8%
-3,578.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.7% | -2.7% | -1.0% | -3.1% |
| 30D | +2.5% | -4.6% | +7.1% | +3.6% |
| 3M | +20.2% | +5.0% | +15.2% | +18.8% |
| 6M | -2.9% | -3.2% | +0.3% | -2.3% |
| YTD | -11.9% | +18.6% | -30.6% | -15.4% |
| 1Y | -16.5% | +4.8% | -21.4% | -17.7% |
| 3Y | +12.1% | +6.1% | +6.0% | +9.8% |
| 5Y | -7.4% | +24.0% | -31.4% | -12.8% |
| 10Y | +210.7% | +124.5% | +86.2% | +157.7% |
| All | +6,642.4% | +10,220.8% | -3,578.4% | +2,745.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling