+379.1%
AVAV vs CHD
+181.4%
+197.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.8% | +10.8% | +12.3% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | -7.4% | +13.5% | -20.9% | -9.5% |
| 3M | -32.0% | +8.1% | -40.2% | -33.0% |
| 6M | -24.6% | +19.9% | -44.4% | -27.1% |
| YTD | -47.5% | +34.0% | -81.5% | -50.6% |
| 1Y | -61.5% | +29.8% | -91.3% | -63.5% |
| 3Y | +5.5% | +28.7% | -23.2% | -2.3% |
| 5Y | +35.7% | +31.8% | +4.0% | +22.2% |
| 10Y | +379.1% | +178.2% | +200.9% | +265.7% |
| All | +379.1% | +181.4% | +197.7% | +265.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling