+193.1%
APD vs CHD
+196.1%
-3.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.4% |
| 7D | +3.8% | +3.6% | +0.2% | +2.5% |
| 30D | +8.2% | +10.4% | -2.2% | +4.3% |
| 3M | +4.3% | +12.2% | -7.9% | -0.1% |
| 6M | +4.7% | +19.9% | -15.2% | -2.4% |
| YTD | +31.5% | +36.4% | -4.9% | +16.3% |
| 1Y | +23.5% | +35.1% | -11.6% | +9.7% |
| 3Y | +29.1% | +29.2% | -0.1% | +15.0% |
| 5Y | +15.9% | +33.4% | -17.5% | -0.3% |
| All | +193.1% | +196.1% | -3.0% | +95.5% |
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 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