+95.5%
AMD vs CHD
+30.9%
+64.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +3.3% |
| 7D | -15.5% | +6.9% | -22.5% | -10.2% |
| 30D | -22.6% | +17.1% | -39.7% | -11.6% |
| 3M | -5.7% | +9.1% | -14.8% | +2.4% |
| 6M | +43.1% | +21.4% | +21.7% | +68.7% |
| YTD | +128.2% | +34.9% | +93.4% | +199.2% |
| 1Y | +95.5% | +31.0% | +64.4% | +148.0% |
| All | +95.5% | +30.9% | +64.5% | +148.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling