-12.6%
AMRZ vs CHD
+31.5%
-44.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | +0.2% | +2.4% | -2.2% | -0.9% |
| 30D | +16.2% | +13.9% | +2.3% | +9.5% |
| 3M | -8.9% | +8.5% | -17.4% | -12.4% |
| 6M | -20.1% | +20.4% | -40.5% | -26.6% |
| YTD | -21.3% | +34.5% | -55.8% | -27.0% |
| 1Y | -12.6% | +33.8% | -46.4% | -19.2% |
| All | -12.6% | +31.5% | -44.1% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling