+13.0%
AMCR vs CHD
+7.1%
+5.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.9% | -2.7% | +0.8% | -0.7% |
| 30D | -4.1% | -4.6% | +0.5% | -2.2% |
| 3M | +21.7% | +5.0% | +16.6% | +19.3% |
| 6M | +1.5% | -3.2% | +4.7% | +2.2% |
| YTD | +13.1% | +18.6% | -5.5% | +9.0% |
| 1Y | +13.0% | +4.8% | +8.2% | +10.2% |
| All | +13.0% | +7.1% | +5.9% | +10.2% |
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