+365.7%
ALAB vs CHD
-5.1%
+370.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.0% | -4.9% | -8.4% |
| 7D | +3.2% | -2.9% | +6.1% | +0.9% |
| 30D | -13.6% | -6.2% | -7.4% | -17.5% |
| 3M | -16.6% | +1.6% | -18.2% | -14.3% |
| 6M | +142.3% | -3.5% | +145.8% | +143.1% |
| YTD | +73.6% | +16.2% | +57.4% | +94.8% |
| 1Y | +33.7% | +3.4% | +30.3% | +39.5% |
| All | +365.7% | -5.1% | +370.8% | +404.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling