+199.0%
AMD vs CAH
+507.2%
-308.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.6% | +10.9% |
| 7D | -11.0% | +8.5% | -19.5% | -11.6% |
| 30D | -30.5% | +17.0% | -47.5% | -31.4% |
| 3M | -8.2% | +14.6% | -22.8% | -9.4% |
| 6M | +6.6% | +42.5% | -36.0% | +1.7% |
| YTD | +109.7% | +33.5% | +76.2% | +102.2% |
| 1Y | +88.9% | +38.5% | +50.4% | +80.6% |
| 3Y | +301.8% | +179.0% | +122.8% | +221.9% |
| All | +199.0% | +507.2% | -308.1% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling