+196.6%
AMD vs CNH
-17.9%
+214.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.9% | -13.3% | -15.4% |
| 7D | -28.6% | -0.4% | -28.2% | -28.5% |
| 30D | -37.7% | -15.2% | -22.5% | -32.9% |
| 3M | -16.1% | +4.3% | -20.4% | -19.6% |
| 6M | +13.8% | +10.1% | +3.8% | +6.0% |
| YTD | +88.8% | +23.2% | +65.6% | +61.7% |
| 1Y | +57.8% | +8.5% | +49.3% | +44.3% |
| 3Y | +260.3% | +4.1% | +256.2% | +221.6% |
| 5Y | +196.6% | -17.8% | +214.5% | +195.4% |
| All | +196.6% | -17.9% | +214.5% | +195.4% |
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 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