-18.5%
AMRZ vs CHD
+15.5%
-33.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +1.2% | +2.0% | -0.8% | +0.6% |
| 30D | +15.1% | +13.0% | +2.1% | +10.5% |
| 3M | -18.1% | +6.1% | -24.2% | -19.7% |
| 6M | -23.5% | +15.9% | -39.3% | -27.0% |
| YTD | -21.6% | +31.6% | -53.2% | -25.6% |
| 1Y | -14.7% | +28.5% | -43.2% | -19.0% |
| All | -18.5% | +15.5% | -33.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling