-80.6%
AMC vs CHD
+6.5%
-87.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.4% | +4.3% |
| 7D | +2.3% | -2.7% | +5.0% | +2.2% |
| 30D | -0.7% | -4.6% | +3.9% | -1.1% |
| 3M | +35.2% | +5.0% | +30.2% | +35.9% |
| 6M | +124.6% | -3.2% | +127.8% | +123.2% |
| YTD | +69.9% | +18.6% | +51.2% | +74.8% |
| 1Y | -2.6% | +4.8% | -7.4% | -1.8% |
| All | -80.6% | +6.5% | -87.0% | -75.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling