-2.6%
APA vs CHD
+123.8%
-126.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +2.9% |
| 7D | +0.3% | -4.2% | +4.5% | +0.2% |
| 30D | +9.3% | -7.6% | +16.9% | +9.1% |
| 3M | +23.3% | -1.6% | +24.9% | +23.3% |
| 6M | +39.5% | -6.3% | +45.8% | +39.5% |
| YTD | +87.6% | +14.6% | +73.0% | +87.7% |
| 1Y | +114.2% | +1.6% | +112.6% | +114.1% |
| 3Y | +13.6% | +3.1% | +10.4% | +13.3% |
| 5Y | +175.6% | +21.1% | +154.5% | +170.9% |
| 10Y | -2.6% | +128.6% | -131.2% | -7.2% |
| All | -2.6% | +123.8% | -126.5% | -7.2% |
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