+134.9%
AS vs CHD
+13.1%
+121.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +6.9% | +2.0% | +5.0% | +6.7% |
| 30D | +16.0% | +13.0% | +3.0% | +14.7% |
| 3M | -12.8% | +6.1% | -18.9% | -13.4% |
| 6M | -15.4% | +15.9% | -31.2% | -16.3% |
| YTD | -15.7% | +31.6% | -47.4% | -16.2% |
| 1Y | +6.1% | +28.5% | -22.4% | +5.5% |
| All | +134.9% | +13.1% | +121.7% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling