+261.9%
AMD vs CNH
+4.2%
+257.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.9% | -13.3% | -15.8% |
| 7D | -28.6% | -0.4% | -28.2% | -28.5% |
| 30D | -37.7% | -15.2% | -22.5% | -33.9% |
| 3M | -16.1% | +4.3% | -20.4% | -19.0% |
| 6M | +13.8% | +10.1% | +3.8% | +7.5% |
| YTD | +88.8% | +23.2% | +65.6% | +66.5% |
| 1Y | +57.8% | +8.5% | +49.3% | +47.1% |
| All | +261.9% | +4.2% | +257.7% | +239.3% |
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