+962.6%
APA vs CHD
+11,601.1%
-10,638.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +9.6% | +0.4% | +9.3% | +9.5% |
| 30D | -0.2% | +11.6% | -11.8% | -2.2% |
| 3M | +19.8% | +10.7% | +9.1% | +17.5% |
| 6M | +30.1% | +20.2% | +9.8% | +25.5% |
| YTD | +100.4% | +34.5% | +65.9% | +89.1% |
| 1Y | +105.2% | +32.6% | +72.6% | +94.1% |
| 3Y | +44.6% | +29.1% | +15.5% | +35.8% |
| 5Y | +88.8% | +31.5% | +57.3% | +74.3% |
| 10Y | +6.6% | +190.9% | -184.3% | -18.7% |
| All | +962.6% | +11,601.1% | -10,638.6% | +359.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling