+23.5%
ALAB vs CHD
+0.8%
+22.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -6.4% |
| 7D | +0.6% | -4.7% | +5.3% | -3.4% |
| 30D | -8.8% | -8.3% | -0.5% | -15.0% |
| 3M | -14.0% | -4.0% | -10.0% | -14.8% |
| 6M | +144.3% | -6.5% | +150.8% | +140.8% |
| YTD | +71.0% | +13.1% | +57.9% | +77.8% |
| 1Y | +23.5% | +2.3% | +21.2% | +31.8% |
| All | +23.5% | +0.8% | +22.7% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling