+5,453.2%
AGI vs CHD
+2,315.2%
+3,138.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +2.2% | -4.2% | +6.4% | +3.0% |
| 30D | +11.3% | -7.6% | +18.8% | +12.7% |
| 3M | +5.6% | -1.6% | +7.2% | +5.8% |
| 6M | -27.7% | -6.3% | -21.4% | -26.9% |
| YTD | -4.1% | +14.6% | -18.7% | -6.4% |
| 1Y | +13.8% | +1.6% | +12.2% | +13.1% |
| 3Y | +217.0% | +3.1% | +213.9% | +212.5% |
| 5Y | +404.3% | +21.1% | +383.3% | +378.9% |
| 10Y | +400.5% | +128.6% | +271.9% | +326.3% |
| All | +5,453.2% | +2,315.2% | +3,138.0% | +4,658.3% |
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