+102.5%
AMDL vs CHD
+12.2%
+90.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.4% | -19.0% | -16.1% |
| 7D | +37.2% | +3.6% | +33.6% | +42.1% |
| 30D | -24.0% | +10.4% | -34.4% | -14.7% |
| 3M | -1.0% | +12.2% | -13.2% | +13.6% |
| 6M | -3.2% | +19.9% | -23.1% | +21.2% |
| YTD | +232.2% | +36.4% | +195.8% | +356.3% |
| 1Y | +137.7% | +35.1% | +102.6% | +226.8% |
| All | +102.5% | +12.2% | +90.3% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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