+188.9%
AMAT vs CHD
+7.1%
+181.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.5% | -2.7% | +1.2% | -3.3% |
| 30D | -14.8% | -4.6% | -10.2% | -17.2% |
| 3M | -9.3% | +5.0% | -14.3% | -6.1% |
| 6M | +27.4% | -3.2% | +30.6% | +28.5% |
| YTD | +77.6% | +18.6% | +58.9% | +94.2% |
| 1Y | +188.9% | +4.8% | +184.1% | +214.3% |
| All | +188.9% | +7.1% | +181.9% | +214.3% |
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