+87.3%
ALB vs CHD
+123.8%
-36.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.7% |
| 7D | -8.6% | -4.2% | -4.4% | -8.1% |
| 30D | -4.0% | -7.6% | +3.5% | -3.1% |
| 3M | -17.4% | -1.6% | -15.8% | -17.3% |
| 6M | -25.4% | -6.3% | -19.1% | -24.9% |
| YTD | -10.5% | +14.6% | -25.1% | -12.5% |
| 1Y | +75.8% | +1.6% | +74.2% | +74.7% |
| 3Y | -28.5% | +3.1% | -31.7% | -29.7% |
| 5Y | -45.1% | +21.1% | -66.2% | -49.4% |
| 10Y | +87.3% | +128.6% | -41.3% | +46.0% |
| All | +87.3% | +123.8% | -36.5% | +46.0% |
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