+137,736.4%
AMAT vs CHD
+10,220.8%
+127,515.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | -1.5% | -2.7% | +1.2% | -0.9% |
| 30D | -14.8% | -4.6% | -10.2% | -14.0% |
| 3M | -9.3% | +5.0% | -14.3% | -11.0% |
| 6M | +27.4% | -3.2% | +30.6% | +27.2% |
| YTD | +77.6% | +18.6% | +58.9% | +68.4% |
| 1Y | +188.9% | +4.8% | +184.1% | +181.4% |
| 3Y | +202.3% | +6.1% | +196.2% | +188.9% |
| 5Y | +248.9% | +24.0% | +224.9% | +216.7% |
| 10Y | +1,585.2% | +124.5% | +1,460.8% | +1,191.5% |
| All | +137,736.4% | +10,220.8% | +127,515.6% | +52,483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling