+12,434.6%
AMD vs CNH
+64.7%
+12,370.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.6% | +2.9% |
| 7D | +2.6% | +23.3% | -20.7% | -7.0% |
| 30D | -0.9% | +33.5% | -34.4% | -13.7% |
| 3M | -8.7% | +32.7% | -41.4% | -20.5% |
| 6M | +136.3% | +22.2% | +114.2% | +112.4% |
| YTD | +123.0% | +57.7% | +65.3% | +76.6% |
| 1Y | +195.2% | +28.0% | +167.2% | +156.2% |
| 3Y | +336.3% | +11.5% | +324.8% | +291.2% |
| 5Y | +334.5% | +11.9% | +322.6% | +283.2% |
| 10Y | +6,259.1% | +162.8% | +6,096.3% | +3,681.3% |
| All | +12,434.6% | +64.7% | +12,370.0% | +7,573.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling