+142.7%
AMAT vs CHD
+30.6%
+112.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.4% |
| 7D | -14.7% | +2.0% | -16.7% | -13.9% |
| 30D | -36.1% | +13.0% | -49.1% | -32.5% |
| 3M | -36.9% | +6.1% | -43.0% | -34.8% |
| 6M | -22.2% | +15.9% | -38.1% | -16.6% |
| YTD | +29.9% | +31.6% | -1.7% | +43.2% |
| 1Y | +43.3% | +28.5% | +14.8% | +57.3% |
| 3Y | +142.7% | +30.5% | +112.2% | +165.8% |
| All | +142.7% | +30.6% | +112.1% | +165.8% |
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