+384.5%
ALAB vs CHD
-6.4%
+390.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +3.0% |
| 7D | +9.6% | -4.2% | +13.8% | +6.2% |
| 30D | -5.3% | -7.6% | +2.3% | -10.6% |
| 3M | -12.0% | -1.6% | -10.4% | -11.4% |
| 6M | +145.7% | -6.3% | +152.0% | +141.9% |
| YTD | +80.7% | +14.6% | +66.1% | +100.6% |
| 1Y | +40.1% | +1.6% | +38.5% | +44.4% |
| All | +384.5% | -6.4% | +390.9% | +419.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling