+12,728.9%
AMD vs CNH
+33.9%
+12,695.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -15.5% | +6.5% | -22.0% | -18.1% |
| 30D | -22.6% | -12.0% | -10.7% | -18.7% |
| 3M | -5.7% | +4.4% | -10.1% | -9.3% |
| 6M | +43.1% | +15.7% | +27.4% | +31.2% |
| YTD | +128.2% | +28.2% | +100.0% | +95.9% |
| 1Y | +95.5% | +14.8% | +80.7% | +76.2% |
| 3Y | +335.4% | +8.3% | +327.1% | +290.5% |
| 5Y | +255.5% | -15.2% | +270.7% | +250.6% |
| 10Y | +7,350.9% | +122.0% | +7,228.9% | +4,640.1% |
| All | +12,728.9% | +33.9% | +12,695.0% | +8,412.3% |
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 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