+5.7%
AS vs CHD
+31.5%
-25.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -2.0% |
| 7D | +4.5% | +2.4% | +2.1% | +3.8% |
| 30D | +13.2% | +13.9% | -0.7% | +9.5% |
| 3M | -11.9% | +8.5% | -20.4% | -14.0% |
| 6M | -11.6% | +20.4% | -31.9% | -15.1% |
| YTD | -14.7% | +34.5% | -49.2% | -12.0% |
| 1Y | +5.7% | +33.8% | -28.0% | +9.3% |
| All | +5.7% | +31.5% | -25.8% | +9.3% |
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