+125.3%
AS vs CHD
+15.6%
+109.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | +3.4% | +11.6% | -8.2% | +2.3% |
| 3M | -8.6% | +10.7% | -19.3% | -9.6% |
| 6M | -10.0% | +20.2% | -30.3% | -11.3% |
| YTD | -19.2% | +34.5% | -53.7% | -19.8% |
| 1Y | -3.8% | +32.6% | -36.3% | -4.5% |
| All | +125.3% | +15.6% | +109.7% | +139.0% |
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