+59.3%
AMAT vs CHD
+31.5%
+27.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.9% |
| 7D | -2.5% | +2.4% | -4.8% | -0.7% |
| 30D | -26.5% | +13.9% | -40.4% | -17.9% |
| 3M | -28.6% | +8.5% | -37.1% | -22.9% |
| 6M | -14.2% | +20.4% | -34.6% | -0.4% |
| YTD | +45.5% | +34.5% | +10.9% | +82.0% |
| 1Y | +59.3% | +33.8% | +25.6% | +99.1% |
| All | +59.3% | +31.5% | +27.9% | +99.1% |
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