+167.6%
AMAT vs CHD
+31.9%
+135.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.8% | +6.1% |
| 7D | +7.0% | 0.0% | +7.0% | +6.9% |
| 30D | -20.6% | +12.2% | -32.8% | -19.3% |
| 3M | -24.8% | +9.3% | -34.1% | -23.6% |
| 6M | -10.7% | +24.3% | -35.0% | -8.9% |
| YTD | +54.3% | +34.9% | +19.4% | +57.2% |
| 1Y | +73.7% | +32.7% | +41.0% | +77.1% |
| 3Y | +168.4% | +29.4% | +139.0% | +166.7% |
| 5Y | +167.6% | +31.7% | +135.9% | +153.0% |
| All | +167.6% | +31.9% | +135.7% | +153.0% |
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