+942.0%
APA vs CHD
+11,631.5%
-10,689.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | +5.1% | 0.0% | +5.1% | +5.0% |
| 30D | +0.3% | +12.2% | -11.9% | -1.7% |
| 3M | +15.6% | +9.3% | +6.3% | +13.7% |
| 6M | +28.9% | +24.3% | +4.6% | +23.7% |
| YTD | +96.6% | +34.9% | +61.7% | +85.4% |
| 1Y | +95.5% | +32.7% | +62.8% | +84.9% |
| 3Y | +41.8% | +29.4% | +12.4% | +33.1% |
| 5Y | +85.4% | +31.7% | +53.7% | +71.2% |
| 10Y | +4.5% | +191.7% | -187.1% | -20.3% |
| All | +942.0% | +11,631.5% | -10,689.4% | +350.8% |
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