+11,477.5%
AMD vs CRH
+6,442.4%
+5,035.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +3.9% |
| 7D | +2.6% | -1.7% | +4.2% | +3.1% |
| 30D | -0.9% | -5.4% | +4.4% | +0.7% |
| 3M | -8.7% | -11.2% | +2.5% | -5.6% |
| 6M | +136.3% | -15.8% | +152.2% | +149.0% |
| YTD | +123.0% | -23.6% | +146.6% | +141.9% |
| 1Y | +195.2% | -14.6% | +209.8% | +208.2% |
| 3Y | +336.3% | +74.3% | +262.0% | +266.2% |
| 5Y | +334.5% | +103.7% | +230.8% | +250.6% |
| 10Y | +6,259.1% | +261.4% | +5,997.7% | +4,200.2% |
| All | +11,477.5% | +6,442.4% | +5,035.1% | +7,330.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling