+255.2%
AG vs CHD
+1,309.2%
-1,054.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.9% |
| 7D | -10.0% | +3.6% | -13.6% | -10.9% |
| 30D | -10.5% | +10.4% | -20.9% | -13.3% |
| 3M | -27.3% | +12.2% | -39.4% | -30.0% |
| 6M | -43.0% | +19.9% | -62.9% | -46.6% |
| YTD | -17.9% | +36.4% | -54.3% | -26.2% |
| 1Y | +11.9% | +35.1% | -23.2% | +0.9% |
| 3Y | +201.8% | +29.2% | +172.6% | +169.0% |
| 5Y | -0.1% | +33.4% | -33.5% | -14.3% |
| 10Y | +72.7% | +195.0% | -122.3% | -1.9% |
| All | +255.2% | +1,309.2% | -1,054.0% | -24.2% |
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 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