+231.6%
AMD vs CRH
-20.2%
+251.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.1% |
| 7D | +8.1% | -6.1% | +14.1% | +10.8% |
| 30D | +6.9% | -9.3% | +16.1% | +11.2% |
| 3M | +5.7% | -15.2% | +20.9% | +12.7% |
| 6M | +152.0% | -14.2% | +166.2% | +169.6% |
| YTD | +141.0% | -28.3% | +169.3% | +173.9% |
| 1Y | +231.6% | -21.8% | +253.3% | +269.8% |
| All | +231.6% | -20.2% | +251.7% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling