+5,998.7%
APD vs CHD
+11,349.8%
-5,351.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.0% |
| 7D | -3.7% | +2.0% | -5.6% | -4.2% |
| 30D | +9.6% | +13.0% | -3.4% | +5.8% |
| 3M | +1.6% | +6.1% | -4.5% | -0.1% |
| 6M | +2.2% | +15.9% | -13.7% | -2.4% |
| YTD | +25.9% | +31.6% | -5.8% | +15.7% |
| 1Y | +20.1% | +28.5% | -8.3% | +11.3% |
| 3Y | +12.4% | +30.5% | -18.1% | +2.7% |
| 5Y | +11.1% | +30.7% | -19.6% | +0.5% |
| 10Y | +190.1% | +184.2% | +5.9% | +109.6% |
| All | +5,998.7% | +11,349.8% | -5,351.1% | +2,105.2% |
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