+248.5%
ALAB vs CHD
+9.8%
+238.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | 0.0% |
| 7D | -7.5% | +2.4% | -9.8% | -5.8% |
| 30D | -36.8% | +13.9% | -50.7% | -29.5% |
| 3M | -31.9% | +8.5% | -40.4% | -26.8% |
| 6M | +8.2% | +20.4% | -12.2% | +27.7% |
| YTD | +29.9% | +34.5% | -4.6% | +64.3% |
| 1Y | +24.4% | +33.8% | -9.3% | +57.5% |
| All | +248.5% | +9.8% | +238.7% | +325.7% |
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