+44.6%
AU vs CHD
+30.9%
+13.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.6% | +5.4% | +7.6% |
| 7D | +0.8% | +6.9% | -6.2% | 0.0% |
| 30D | -7.0% | +17.1% | -24.1% | -9.0% |
| 3M | +8.5% | +9.1% | -0.6% | +7.5% |
| 6M | -1.3% | +21.4% | -22.6% | -5.7% |
| YTD | +6.8% | +34.9% | -28.1% | +7.6% |
| 1Y | +44.6% | +31.0% | +13.6% | +44.6% |
| All | +44.6% | +30.9% | +13.7% | +44.6% |
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