+1,370.8%
AMAT vs CHD
+180.1%
+1,190.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -2.5% | +2.4% | -4.8% | -2.7% |
| 30D | -26.5% | +13.9% | -40.4% | -27.9% |
| 3M | -28.6% | +8.5% | -37.1% | -29.5% |
| 6M | -14.2% | +20.4% | -34.6% | -17.4% |
| YTD | +45.5% | +34.5% | +10.9% | +36.4% |
| 1Y | +59.3% | +33.8% | +25.6% | +49.5% |
| 3Y | +153.1% | +29.1% | +124.0% | +132.8% |
| 5Y | +158.2% | +31.2% | +126.9% | +130.0% |
| 10Y | +1,370.8% | +193.1% | +1,177.7% | +849.4% |
| All | +1,370.8% | +180.1% | +1,190.7% | +849.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling