+500.0%
APP vs CHD
+34.2%
+465.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +9.7% |
| 7D | +71.2% | +2.0% | +69.3% | +71.5% |
| 30D | +39.1% | +13.0% | +26.1% | +40.5% |
| 3M | +16.5% | +6.1% | +10.5% | +17.1% |
| 6M | -16.6% | +15.9% | -32.4% | -15.3% |
| YTD | -41.9% | +31.6% | -73.6% | -40.9% |
| 1Y | -37.0% | +28.5% | -65.5% | -35.9% |
| 3Y | +892.4% | +30.5% | +862.0% | +873.6% |
| 5Y | +297.3% | +30.7% | +266.6% | +272.5% |
| All | +500.0% | +34.2% | +465.8% | +461.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling