+66.5%
AG vs CHD
+125.6%
-59.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.6% |
| 7D | -5.8% | -4.7% | -1.1% | -5.0% |
| 30D | +6.4% | -8.3% | +14.7% | +7.9% |
| 3M | +28.4% | -4.0% | +32.4% | +29.0% |
| 6M | -24.5% | -6.5% | -17.9% | -23.8% |
| YTD | +21.2% | +13.1% | +8.1% | +18.4% |
| 1Y | +114.1% | +2.3% | +111.8% | +112.4% |
| 3Y | +268.0% | +1.8% | +266.3% | +260.3% |
| 5Y | +67.3% | +20.6% | +46.8% | +53.5% |
| All | +66.5% | +125.6% | -59.1% | +25.4% |
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 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