+201.8%
AG vs CHD
+31.2%
+170.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.3% |
| 7D | -10.0% | +3.6% | -13.6% | -9.8% |
| 30D | -10.5% | +10.4% | -20.9% | -9.8% |
| 3M | -27.3% | +12.2% | -39.4% | -26.5% |
| 6M | -43.0% | +19.9% | -62.9% | -42.1% |
| YTD | -17.9% | +36.4% | -54.3% | -14.8% |
| 1Y | +11.9% | +35.1% | -23.2% | +16.0% |
| 3Y | +201.8% | +29.2% | +172.6% | +186.2% |
| All | +201.8% | +31.2% | +170.6% | +186.2% |
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