+142.4%
AMT vs CHD
+196.1%
-53.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.4% |
| 7D | +1.5% | +3.6% | -2.1% | 0.0% |
| 30D | +6.8% | +10.4% | -3.6% | +2.3% |
| 3M | +11.2% | +12.2% | -1.0% | +5.7% |
| 6M | +12.5% | +19.9% | -7.4% | +3.8% |
| YTD | +12.5% | +36.4% | -23.9% | -2.1% |
| 1Y | +10.1% | +35.1% | -25.0% | -3.9% |
| 3Y | +16.0% | +29.2% | -13.2% | +1.9% |
| 5Y | -17.2% | +33.4% | -50.5% | -29.9% |
| All | +142.4% | +196.1% | -53.6% | +60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling