-32.3%
AMT vs CHD
+21.8%
-54.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +2.0% | +0.7% |
| 7D | -0.2% | -2.9% | +2.7% | +0.9% |
| 30D | +1.8% | -6.2% | +8.1% | +4.2% |
| 3M | -6.2% | +1.6% | -7.7% | -6.8% |
| 6M | -5.0% | -3.5% | -1.5% | -4.0% |
| YTD | +2.1% | +16.2% | -14.2% | -3.6% |
| 1Y | -5.7% | +3.4% | -9.1% | -7.3% |
| 3Y | +7.9% | +4.6% | +3.3% | +5.2% |
| 5Y | -32.3% | +21.1% | -53.5% | -39.4% |
| All | -32.3% | +21.8% | -54.1% | -39.4% |
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 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