+11,477.5%
AMD vs CHD
+10,220.8%
+1,256.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.7% | +5.3% | +3.3% |
| 30D | -0.9% | -4.6% | +3.7% | +0.2% |
| 3M | -8.7% | +5.0% | -13.7% | -10.7% |
| 6M | +136.3% | -3.2% | +139.6% | +136.3% |
| YTD | +123.0% | +18.6% | +104.4% | +109.7% |
| 1Y | +195.2% | +4.8% | +190.4% | +186.1% |
| 3Y | +336.3% | +6.1% | +330.2% | +312.4% |
| 5Y | +334.5% | +24.0% | +310.5% | +285.4% |
| 10Y | +6,259.1% | +124.5% | +6,134.7% | +4,532.5% |
| All | +11,477.5% | +10,220.8% | +1,256.6% | +3,554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling