+1,362.0%
AMAT vs CHD
+191.9%
+1,170.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +19.3% | +0.4% | +19.0% | +19.3% |
| 30D | -17.9% | +11.6% | -29.5% | -19.2% |
| 3M | -30.4% | +10.7% | -41.1% | -31.5% |
| 6M | -11.4% | +20.2% | -31.7% | -14.6% |
| YTD | +48.8% | +34.5% | +14.3% | +39.5% |
| 1Y | +66.0% | +32.6% | +33.5% | +56.1% |
| 3Y | +158.8% | +29.1% | +129.7% | +138.1% |
| 5Y | +153.2% | +31.5% | +121.7% | +125.4% |
| All | +1,362.0% | +191.9% | +1,170.1% | +858.4% |
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