+126.7%
AMAT vs CHD
+30.9%
+95.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.9% |
| 7D | -14.7% | +2.0% | -16.7% | -14.4% |
| 30D | -36.1% | +13.0% | -49.1% | -35.0% |
| 3M | -36.9% | +6.1% | -43.0% | -36.1% |
| 6M | -22.2% | +15.9% | -38.1% | -20.7% |
| YTD | +29.9% | +31.6% | -1.7% | +32.0% |
| 1Y | +43.3% | +28.5% | +14.8% | +45.6% |
| 3Y | +142.7% | +30.5% | +112.2% | +138.7% |
| All | +126.7% | +30.9% | +95.8% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling