-20.6%
AMT vs CHD
+33.4%
-54.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +3.7% | +13.5% | -9.7% | -1.0% |
| 3M | +10.7% | +8.1% | +2.6% | +7.5% |
| 6M | +9.3% | +19.9% | -10.6% | +2.1% |
| YTD | +10.9% | +34.0% | -23.1% | -0.6% |
| 1Y | +10.5% | +29.8% | -19.3% | +0.1% |
| 3Y | +15.5% | +28.7% | -13.2% | +4.3% |
| 5Y | -20.6% | +31.8% | -52.4% | -28.9% |
| All | -20.6% | +33.4% | -54.0% | -28.9% |
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