-79.5%
RAM vs CHD
+14.8%
-94.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -0.6% | -31.8% | -34.9% |
| 7D | -49.5% | +5.0% | -54.5% | -37.9% |
| 30D | -63.2% | +15.3% | -78.6% | -29.8% |
| 3M | -58.5% | +7.7% | -66.2% | -44.1% |
| All | -79.5% | +14.8% | -94.3% | -57.5% |
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 · Available span rolling