+19.6%
AVAV vs CHD
+30.9%
-11.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.3% | +10.4% |
| 7D | -10.6% | +2.0% | -12.5% | -10.6% |
| 30D | -18.8% | +13.0% | -31.8% | -18.9% |
| 3M | -34.1% | +6.1% | -40.2% | -34.1% |
| 6M | -35.3% | +15.9% | -51.2% | -35.4% |
| YTD | -53.4% | +31.6% | -85.0% | -53.8% |
| 1Y | -65.6% | +28.5% | -94.1% | -65.9% |
| 3Y | -5.1% | +30.5% | -35.5% | -9.0% |
| All | +19.6% | +30.9% | -11.4% | -8.0% |
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