+579.1%
AU vs CHD
+0.7%
+578.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -4.5% | +0.2% | -4.3% |
| 30D | +7.3% | -6.7% | +14.0% | +7.2% |
| 3M | +26.3% | -2.7% | +29.0% | +26.3% |
| 6M | +1.8% | -4.9% | +6.7% | +1.6% |
| YTD | +26.8% | +13.3% | +13.5% | +29.0% |
| 1Y | +66.7% | +1.0% | +65.7% | +68.1% |
| 3Y | +579.1% | +1.3% | +577.7% | +609.8% |
| All | +579.1% | +0.7% | +578.4% | +609.8% |
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