+126.1%
AMD vs CNH
+21.1%
+105.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.2% | +10.0% | +7.2% |
| 7D | +44.7% | +6.4% | +38.3% | +42.1% |
| 30D | -3.3% | -1.6% | -1.7% | -3.0% |
| 3M | +21.2% | +11.6% | +9.6% | +15.2% |
| 6M | +30.6% | +12.5% | +18.0% | +23.8% |
| YTD | +173.3% | +31.1% | +142.2% | +156.2% |
| 1Y | +126.1% | +17.0% | +109.1% | +113.9% |
| All | +126.1% | +21.1% | +105.0% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling