+6,246.9%
APD vs CHD
+11,631.5%
-5,384.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.2% | 0.0% | -1.1% | -1.1% |
| 30D | +11.0% | +12.2% | -1.1% | +7.4% |
| 3M | +2.6% | +9.3% | -6.8% | -0.1% |
| 6M | +4.8% | +24.3% | -19.4% | -1.8% |
| YTD | +31.0% | +34.9% | -3.9% | +19.6% |
| 1Y | +23.4% | +32.7% | -9.3% | +13.3% |
| 3Y | +28.4% | +29.4% | -1.1% | +17.7% |
| 5Y | +15.2% | +31.7% | -16.5% | +4.0% |
| 10Y | +190.7% | +191.7% | -1.0% | +108.6% |
| All | +6,246.9% | +11,631.5% | -5,384.6% | +2,179.2% |
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