+199.0%
AMD vs CNH
-14.7%
+213.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.8% | +8.3% | +9.7% |
| 7D | -11.0% | -1.7% | -9.3% | -10.0% |
| 30D | -30.5% | -7.2% | -23.3% | -28.1% |
| 3M | -8.2% | +6.5% | -14.8% | -12.9% |
| 6M | +6.6% | +7.9% | -1.3% | +0.1% |
| YTD | +109.7% | +26.6% | +83.1% | +77.3% |
| 1Y | +88.9% | +13.8% | +75.2% | +68.7% |
| 3Y | +301.8% | +9.2% | +292.6% | +249.7% |
| All | +199.0% | -14.7% | +213.7% | +192.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling