+2.8%
AVGO vs CHD
+33.5%
-30.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -4.0% |
| 7D | +18.2% | +3.6% | +14.5% | +20.4% |
| 30D | +0.2% | +10.4% | -10.2% | +6.4% |
| 3M | -16.8% | +12.2% | -29.0% | -10.8% |
| 6M | -16.5% | +19.9% | -36.4% | -6.0% |
| YTD | +0.8% | +36.4% | -35.6% | +29.3% |
| 1Y | +2.8% | +35.1% | -32.3% | +31.3% |
| All | +2.8% | +33.5% | -30.7% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling