+331.1%
AMD vs CNH
+9.6%
+321.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.6% | +3.1% |
| 7D | +2.6% | +23.3% | -20.7% | -6.0% |
| 30D | -0.9% | +33.5% | -34.4% | -12.5% |
| 3M | -8.7% | +32.7% | -41.4% | -19.3% |
| 6M | +136.3% | +22.2% | +114.2% | +114.6% |
| YTD | +123.0% | +57.7% | +65.3% | +79.9% |
| 1Y | +195.2% | +28.0% | +167.2% | +160.6% |
| All | +331.1% | +9.6% | +321.5% | +288.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling