+67.3%
AG vs CHD
+19.7%
+47.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.5% | -4.8% |
| 7D | -5.8% | -4.7% | -1.1% | -5.7% |
| 30D | +6.4% | -8.3% | +14.7% | +6.6% |
| 3M | +28.4% | -4.0% | +32.4% | +28.6% |
| 6M | -24.5% | -6.5% | -17.9% | -24.3% |
| YTD | +21.2% | +13.1% | +8.1% | +21.3% |
| 1Y | +114.1% | +2.3% | +111.8% | +114.9% |
| 3Y | +268.0% | +1.8% | +266.3% | +266.8% |
| 5Y | +67.3% | +20.6% | +46.8% | +63.1% |
| All | +67.3% | +19.7% | +47.7% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling