-98.9%
AMC vs CHD
+124.1%
-223.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.4% |
| 7D | -0.8% | -2.9% | +2.1% | -0.8% |
| 30D | -1.2% | -6.2% | +5.0% | -1.1% |
| 3M | +42.2% | +1.6% | +40.7% | +42.3% |
| 6M | +118.8% | -3.5% | +122.3% | +118.8% |
| YTD | +64.1% | +16.2% | +47.9% | +64.5% |
| 1Y | -9.5% | +3.4% | -12.9% | -9.4% |
| 3Y | -64.3% | +4.6% | -69.0% | -64.3% |
| 5Y | -99.5% | +21.1% | -120.6% | -99.5% |
| 10Y | -98.9% | +126.5% | -225.5% | -99.0% |
| All | -98.9% | +124.1% | -223.1% | -99.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling