+11,477.5%
AMD vs CAH
+15,076.3%
-3,598.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.9% |
| 7D | +2.6% | +5.4% | -2.8% | +0.8% |
| 30D | -0.9% | +3.3% | -4.3% | -2.1% |
| 3M | -8.7% | +22.8% | -31.5% | -15.3% |
| 6M | +136.3% | +11.3% | +125.1% | +125.2% |
| YTD | +123.0% | +21.1% | +101.9% | +106.2% |
| 1Y | +195.2% | +67.2% | +127.9% | +142.4% |
| 3Y | +336.3% | +195.6% | +140.7% | +189.9% |
| 5Y | +334.5% | +413.8% | -79.4% | +134.2% |
| 10Y | +6,259.1% | +309.6% | +5,949.5% | +3,375.5% |
| All | +11,477.5% | +15,076.3% | -3,598.9% | +2,502.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling