+301.8%
AMD vs CHD
+30.6%
+271.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +10.2% |
| 7D | -11.0% | +2.0% | -13.0% | -10.1% |
| 30D | -30.5% | +13.0% | -43.5% | -26.3% |
| 3M | -8.2% | +6.1% | -14.3% | -5.0% |
| 6M | +6.6% | +15.9% | -9.3% | +15.0% |
| YTD | +109.7% | +31.6% | +78.1% | +134.9% |
| 1Y | +88.9% | +28.5% | +60.4% | +110.9% |
| 3Y | +301.8% | +30.5% | +271.4% | +329.9% |
| All | +301.8% | +30.6% | +271.3% | +329.9% |
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