+337.5%
AMD vs CHD
+23.9%
+313.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.7% | +5.3% | +2.1% |
| 30D | -0.9% | -4.6% | +3.7% | -1.6% |
| 3M | -8.7% | +5.0% | -13.7% | -7.9% |
| 6M | +136.3% | -3.2% | +139.6% | +136.8% |
| YTD | +123.0% | +18.6% | +104.4% | +127.3% |
| 1Y | +195.2% | +4.8% | +190.4% | +199.6% |
| 3Y | +336.3% | +6.1% | +330.2% | +339.1% |
| All | +337.5% | +23.9% | +313.7% | +344.6% |
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