+378.7%
AMD vs CRH
+95.0%
+283.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -2.0% |
| 7D | +10.4% | -4.8% | +15.2% | +14.1% |
| 30D | +6.2% | -13.1% | +19.3% | +17.1% |
| 3M | +11.3% | -12.0% | +23.3% | +19.9% |
| 6M | +147.8% | -16.9% | +164.7% | +178.1% |
| YTD | +135.2% | -29.0% | +164.1% | +195.3% |
| 1Y | +215.7% | -20.3% | +236.0% | +258.2% |
| 3Y | +374.7% | +69.2% | +305.4% | +174.7% |
| 5Y | +378.7% | +94.6% | +284.1% | +144.3% |
| All | +378.7% | +95.0% | +283.7% | +144.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling