+18,807.2%
AFL vs CHD
+10,010.3%
+8,796.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | -7.1% | -6.2% | -0.9% | -5.5% |
| 3M | +0.4% | +1.6% | -1.1% | -0.1% |
| 6M | +4.5% | -3.5% | +8.1% | +5.2% |
| YTD | +6.1% | +16.2% | -10.2% | +1.2% |
| 1Y | +10.6% | +3.4% | +7.2% | +8.8% |
| 3Y | +64.0% | +4.6% | +59.4% | +59.9% |
| 5Y | +133.7% | +21.1% | +112.6% | +116.5% |
| 10Y | +298.0% | +126.5% | +171.5% | +198.9% |
| All | +18,807.2% | +10,010.3% | +8,796.9% | +5,977.7% |
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