+678.6%
AU vs CHD
+20.9%
+657.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.3% | -4.5% | +0.2% | -3.9% |
| 30D | +7.3% | -6.7% | +14.0% | +7.9% |
| 3M | +26.3% | -2.7% | +29.0% | +26.5% |
| 6M | +1.8% | -4.9% | +6.7% | +2.0% |
| YTD | +26.8% | +13.3% | +13.5% | +26.2% |
| 1Y | +66.7% | +1.0% | +65.7% | +67.0% |
| 3Y | +579.1% | +1.3% | +577.7% | +578.0% |
| All | +678.6% | +20.9% | +657.8% | +689.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling