+75.8%
ALB vs CHD
+2.2%
+73.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -3.1% |
| 7D | -8.6% | -4.2% | -4.4% | -9.4% |
| 30D | -4.0% | -7.6% | +3.5% | -5.7% |
| 3M | -17.4% | -1.6% | -15.8% | -17.3% |
| 6M | -25.4% | -6.3% | -19.1% | -25.0% |
| YTD | -10.5% | +14.6% | -25.1% | -5.6% |
| 1Y | +75.8% | +1.6% | +74.2% | +74.5% |
| All | +75.8% | +2.2% | +73.7% | +74.5% |
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