-11.6%
AMCR vs CHD
+20.9%
-32.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -6.3% | -4.5% | -1.8% | -4.8% |
| 30D | -7.8% | -6.7% | -1.1% | -5.6% |
| 3M | +7.5% | -2.7% | +10.3% | +8.6% |
| 6M | +2.7% | -4.9% | +7.6% | +4.3% |
| YTD | +6.0% | +13.3% | -7.3% | +2.1% |
| 1Y | +7.8% | +1.0% | +6.8% | +7.3% |
| 3Y | +5.8% | +1.3% | +4.5% | +4.2% |
| All | -11.6% | +20.9% | -32.5% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling