+8,077.9%
AMD vs CNH
+107.8%
+7,970.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +6.1% | +8.7% | +11.9% |
| 7D | +6.5% | +4.5% | +2.0% | +5.0% |
| 30D | -15.3% | +7.6% | -22.9% | -18.1% |
| 3M | +9.7% | +17.0% | -7.3% | +0.2% |
| 6M | +13.2% | +12.9% | +0.2% | +4.7% |
| YTD | +140.6% | +34.3% | +106.3% | +101.0% |
| 1Y | +111.2% | +28.5% | +82.6% | +79.9% |
| 3Y | +334.4% | +31.9% | +302.6% | +254.1% |
| 5Y | +268.3% | -9.6% | +278.0% | +253.1% |
| 10Y | +8,077.9% | +106.3% | +7,971.6% | +5,891.7% |
| All | +8,077.9% | +107.8% | +7,970.1% | +5,891.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling