+32.7%
CHD vs ACM
-45.3%
+78.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | +12.2% | +19.7% | -7.5% | +11.1% |
| 3M | +9.3% | +5.3% | +4.0% | +8.7% |
| 6M | +24.3% | -10.8% | +35.0% | +23.3% |
| YTD | +34.9% | -25.1% | +59.9% | +34.1% |
| 1Y | +32.7% | -45.8% | +78.5% | +30.7% |
| All | +32.7% | -45.3% | +78.0% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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