+306.7%
CHD vs ALLY
+99.9%
+206.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +13.5% | +3.4% | +10.0% | +13.3% |
| 3M | +8.1% | -11.1% | +19.2% | +8.7% |
| 6M | +19.9% | -11.5% | +31.4% | +20.5% |
| YTD | +34.0% | -12.3% | +46.3% | +34.6% |
| 1Y | +29.8% | +1.1% | +28.7% | +29.6% |
| 3Y | +28.7% | +64.8% | -36.1% | +24.7% |
| 5Y | +31.8% | -6.9% | +38.7% | +29.8% |
| 10Y | +178.2% | +194.9% | -16.8% | +146.0% |
| All | +306.7% | +99.9% | +206.8% | +275.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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