+153.3%
AMAT vs CHD
+31.2%
+122.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.2% | -2.1% |
| 7D | +11.4% | +3.6% | +7.7% | +13.0% |
| 30D | -17.0% | +10.4% | -27.5% | -13.2% |
| 3M | -30.6% | +12.2% | -42.8% | -26.8% |
| 6M | -14.9% | +19.9% | -34.9% | -7.6% |
| YTD | +44.7% | +36.4% | +8.3% | +61.9% |
| 1Y | +66.9% | +35.1% | +31.8% | +86.5% |
| 3Y | +153.3% | +29.2% | +124.1% | +178.2% |
| All | +153.3% | +31.2% | +122.1% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling