-43.0%
APP vs CHD
+2.5%
-45.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.6% | -3.5% |
| 7D | +0.1% | -2.9% | +3.0% | -1.2% |
| 30D | -10.0% | -6.2% | -3.8% | -12.5% |
| 3M | -44.6% | +1.6% | -46.2% | -43.7% |
| 6M | -37.9% | -3.5% | -34.3% | -38.9% |
| YTD | -53.7% | +16.2% | -69.9% | -49.6% |
| 1Y | -43.0% | +3.4% | -46.4% | -41.6% |
| All | -43.0% | +2.5% | -45.5% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling