+355.9%
APH vs CHD
+23.9%
+332.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -2.7% | +7.6% | +5.0% |
| 30D | -3.9% | -4.6% | +0.7% | -3.8% |
| 3M | +13.0% | +5.0% | +7.9% | +12.7% |
| 6M | +25.2% | -3.2% | +28.4% | +25.1% |
| YTD | +22.9% | +18.6% | +4.3% | +21.7% |
| 1Y | +47.8% | +4.8% | +43.0% | +47.8% |
| 3Y | +283.0% | +6.1% | +276.9% | +273.7% |
| All | +355.9% | +23.9% | +332.1% | +317.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling