+264.6%
AMD vs CHD
+33.2%
+231.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.2% | -8.5% |
| 7D | +18.9% | +3.6% | +15.3% | +19.8% |
| 30D | -6.4% | +10.4% | -16.8% | -4.4% |
| 3M | +10.6% | +12.2% | -1.6% | +13.4% |
| 6M | +19.9% | +19.9% | 0.0% | +24.5% |
| YTD | +149.4% | +36.4% | +113.0% | +161.1% |
| 1Y | +115.4% | +35.1% | +80.3% | +125.5% |
| 3Y | +357.3% | +29.2% | +328.1% | +367.9% |
| All | +264.6% | +33.2% | +231.4% | +266.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling