+373.4%
AMD vs CHD
+29.7%
+343.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.4% |
| 7D | +13.1% | 0.0% | +13.1% | +13.0% |
| 30D | -7.0% | +12.2% | -19.1% | -1.6% |
| 3M | +16.6% | +9.3% | +7.2% | +22.2% |
| 6M | +20.5% | +24.3% | -3.7% | +32.9% |
| YTD | +158.2% | +34.9% | +123.3% | +192.5% |
| 1Y | +132.8% | +32.7% | +100.1% | +163.1% |
| All | +373.4% | +29.7% | +343.7% | +402.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling