+105.4%
AMT vs CHD
+123.8%
-18.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.4% |
| 7D | +1.5% | -4.2% | +5.6% | +3.3% |
| 30D | +3.7% | -7.6% | +11.3% | +7.2% |
| 3M | -7.2% | -1.6% | -5.6% | -6.7% |
| 6M | -4.2% | -6.3% | +2.2% | -1.8% |
| YTD | +1.9% | +14.6% | -12.7% | -4.4% |
| 1Y | -6.4% | +1.6% | -8.0% | -7.8% |
| 3Y | +7.7% | +3.1% | +4.6% | +4.1% |
| 5Y | -30.9% | +21.1% | -52.0% | -39.2% |
| 10Y | +105.4% | +128.6% | -23.2% | +47.4% |
| All | +105.4% | +123.8% | -18.5% | +47.4% |
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