+778.3%
AU vs CHD
+5,324.5%
-4,546.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -0.3% | -2.9% | +2.6% | +0.2% |
| 30D | +12.8% | -6.2% | +19.0% | +13.8% |
| 3M | +28.5% | +1.6% | +26.9% | +27.9% |
| 6M | +4.8% | -3.5% | +8.3% | +5.2% |
| YTD | +31.0% | +16.2% | +14.7% | +27.8% |
| 1Y | +81.4% | +3.4% | +78.0% | +79.8% |
| 3Y | +618.4% | +4.6% | +613.8% | +605.4% |
| 5Y | +686.3% | +21.1% | +665.2% | +648.1% |
| 10Y | +664.5% | +126.5% | +538.0% | +555.7% |
| All | +778.3% | +5,324.5% | -4,546.2% | +506.1% |
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