+848.7%
APA vs CHD
+10,220.8%
-9,372.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.5% | -2.7% | +3.2% | +1.0% |
| 30D | +23.4% | -4.6% | +28.0% | +24.3% |
| 3M | +12.7% | +5.0% | +7.7% | +11.5% |
| 6M | +39.4% | -3.2% | +42.6% | +39.5% |
| YTD | +79.0% | +18.6% | +60.3% | +72.8% |
| 1Y | +88.8% | +4.8% | +84.0% | +86.0% |
| 3Y | +6.4% | +6.1% | +0.2% | +3.4% |
| 5Y | +153.0% | +24.0% | +129.0% | +135.6% |
| 10Y | +7.5% | +124.5% | -116.9% | -13.7% |
| All | +848.7% | +10,220.8% | -9,372.1% | +320.0% |
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 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