-26.4%
APP vs CHD
+33.5%
-60.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.4% | +2.5% | +4.6% |
| 7D | +4.6% | +3.6% | +0.9% | +6.2% |
| 30D | +56.0% | +10.4% | +45.6% | +63.2% |
| 3M | +30.8% | +12.2% | +18.7% | +37.4% |
| 6M | -9.8% | +19.9% | -29.7% | -0.3% |
| YTD | -39.3% | +36.4% | -75.7% | -23.7% |
| 1Y | -26.4% | +35.1% | -61.6% | -8.3% |
| All | -26.4% | +33.5% | -60.0% | -8.3% |
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 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