+91.3%
AMCR vs CHD
+337.2%
-245.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.4% |
| 7D | -6.3% | -4.2% | -2.1% | -5.4% |
| 30D | -7.1% | -7.6% | +0.4% | -5.5% |
| 3M | +12.7% | -1.6% | +14.3% | +13.1% |
| 6M | +5.2% | -6.3% | +11.5% | +6.5% |
| YTD | +8.1% | +14.6% | -6.5% | +5.2% |
| 1Y | +10.0% | +1.6% | +8.4% | +9.5% |
| 3Y | +6.6% | +3.1% | +3.4% | +5.4% |
| 5Y | -11.4% | +21.1% | -32.5% | -15.3% |
| 10Y | +13.3% | +128.6% | -115.3% | +7.3% |
| All | +91.3% | +337.2% | -245.9% | +86.2% |
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 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