+38.2%
AMC vs CHD
+30.9%
+7.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +7.8% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | +14.1% | +13.5% | +0.6% | +11.2% |
| 3M | +31.3% | +8.1% | +23.1% | +28.4% |
| 6M | +126.7% | +19.9% | +106.8% | +118.7% |
| YTD | +117.9% | +34.0% | +83.9% | +121.1% |
| All | +38.2% | +30.9% | +7.3% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling