+528.8%
APP vs CHD
+36.6%
+492.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +5.0% |
| 7D | +79.2% | +0.8% | +78.4% | +79.2% |
| 30D | +48.0% | +13.5% | +34.5% | +49.6% |
| 3M | +18.2% | +8.1% | +10.1% | +19.0% |
| 6M | -12.5% | +19.9% | -32.4% | -11.0% |
| YTD | -39.2% | +34.0% | -73.2% | -38.0% |
| 1Y | -33.9% | +29.8% | -63.7% | -32.6% |
| 3Y | +933.3% | +28.7% | +904.6% | +921.7% |
| 5Y | +295.9% | +31.8% | +264.1% | +271.8% |
| All | +528.8% | +36.6% | +492.2% | +489.3% |
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