+333.0%
APP vs CHD
+23.9%
+309.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +0.9% | -2.7% | +3.6% | +0.6% |
| 30D | -23.3% | -4.6% | -18.7% | -23.6% |
| 3M | -42.6% | +5.0% | -47.7% | -42.3% |
| 6M | -33.6% | -3.2% | -30.4% | -33.6% |
| YTD | -52.4% | +18.6% | -71.1% | -52.0% |
| 1Y | -35.9% | +4.8% | -40.7% | -35.2% |
| 3Y | +642.2% | +6.1% | +636.1% | +636.0% |
| All | +333.0% | +23.9% | +309.1% | +299.6% |
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 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