+445.6%
AG vs CHD
+1,125.6%
-679.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -2.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.9% |
| 30D | +19.2% | -4.6% | +23.8% | +20.8% |
| 3M | +6.2% | +5.0% | +1.1% | +3.9% |
| 6M | -26.7% | -3.2% | -23.5% | -26.3% |
| YTD | +26.1% | +18.6% | +7.5% | +18.7% |
| 1Y | +131.7% | +4.8% | +126.8% | +125.5% |
| 3Y | +255.3% | +6.1% | +249.2% | +236.8% |
| 5Y | +61.9% | +24.0% | +38.0% | +41.3% |
| 10Y | +72.0% | +124.5% | -52.4% | +9.4% |
| All | +445.6% | +1,125.6% | -679.9% | +21.9% |
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 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