+331.1%
AMD vs CHD
+6.5%
+324.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.7% | +5.3% | +1.4% |
| 30D | -0.9% | -4.6% | +3.7% | -2.8% |
| 3M | -8.7% | +5.0% | -13.7% | -6.2% |
| 6M | +136.3% | -3.2% | +139.6% | +136.2% |
| YTD | +123.0% | +18.6% | +104.4% | +138.9% |
| 1Y | +195.2% | +4.8% | +190.4% | +206.2% |
| All | +331.1% | +6.5% | +324.6% | +360.9% |
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