+357.3%
AMD vs CAH
+180.6%
+176.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.8% | -8.7% |
| 7D | +18.9% | +3.5% | +15.5% | +19.3% |
| 30D | -6.4% | +13.5% | -19.9% | -5.4% |
| 3M | +10.6% | +21.8% | -11.3% | +12.2% |
| 6M | +19.9% | +51.5% | -31.6% | +21.0% |
| YTD | +149.4% | +38.1% | +111.3% | +154.1% |
| 1Y | +115.4% | +37.7% | +77.7% | +119.4% |
| 3Y | +357.3% | +179.6% | +177.7% | +360.9% |
| All | +357.3% | +180.6% | +176.7% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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