+120.4%
AS vs CHD
+2.0%
+118.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -4.9% | -2.7% | -2.2% | -4.7% |
| 30D | -19.6% | -4.6% | -15.0% | -19.3% |
| 3M | -14.4% | +5.0% | -19.4% | -14.5% |
| 6M | -20.1% | -3.2% | -16.9% | -20.5% |
| YTD | -20.9% | +18.6% | -39.6% | -20.6% |
| 1Y | -21.9% | +4.8% | -26.7% | -21.4% |
| All | +120.4% | +2.0% | +118.4% | +136.7% |
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