-97.7%
AMC vs CHD
+298.1%
-395.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.1% |
| 7D | +2.6% | +2.0% | +0.7% | +2.5% |
| 30D | +9.0% | +13.0% | -4.0% | +8.3% |
| 3M | +22.2% | +6.1% | +16.1% | +21.7% |
| 6M | +91.5% | +15.9% | +75.6% | +89.9% |
| YTD | +101.3% | +31.6% | +69.7% | +98.8% |
| 1Y | +20.8% | +28.5% | -7.7% | +19.4% |
| 3Y | -71.3% | +30.5% | -101.8% | -71.8% |
| 5Y | -99.2% | +30.7% | -130.0% | -99.3% |
| 10Y | -98.7% | +184.2% | -282.9% | -99.0% |
| All | -97.7% | +298.1% | -395.8% | -98.4% |
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