+378.2%
AMD vs CRH
+68.8%
+309.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.2% |
| 7D | +10.4% | -4.8% | +15.2% | +13.5% |
| 30D | +6.2% | -13.1% | +19.3% | +15.4% |
| 3M | +11.3% | -12.0% | +23.3% | +18.6% |
| 6M | +147.8% | -16.9% | +164.7% | +174.2% |
| YTD | +135.2% | -29.0% | +164.1% | +187.0% |
| 1Y | +215.7% | -20.3% | +236.0% | +251.8% |
| All | +378.2% | +68.8% | +309.4% | +205.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling