+183.2%
APD vs CHD
+180.1%
+3.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -0.2% | +2.4% | -2.6% | -1.1% |
| 30D | +11.0% | +13.9% | -2.9% | +5.9% |
| 3M | +1.3% | +8.5% | -7.2% | -1.7% |
| 6M | +6.4% | +20.4% | -14.0% | -1.1% |
| YTD | +28.9% | +34.5% | -5.6% | +14.6% |
| 1Y | +23.2% | +33.8% | -10.5% | +9.8% |
| 3Y | +26.3% | +29.1% | -2.8% | +12.5% |
| 5Y | +12.0% | +31.2% | -19.2% | -3.0% |
| 10Y | +183.2% | +193.1% | -10.0% | +90.5% |
| All | +183.2% | +180.1% | +3.1% | +90.5% |
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