+264.1%
AG vs CHD
+0.5%
+263.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -5.0% |
| 7D | -5.8% | -4.7% | -1.1% | -6.3% |
| 30D | +6.4% | -8.3% | +14.7% | +5.4% |
| 3M | +28.4% | -4.0% | +32.4% | +28.1% |
| 6M | -24.5% | -6.5% | -17.9% | -24.9% |
| YTD | +21.2% | +13.1% | +8.1% | +25.3% |
| 1Y | +114.1% | +2.3% | +111.8% | +117.7% |
| All | +264.1% | +0.5% | +263.6% | +260.9% |
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 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