+1,444.4%
AMT vs CHD
+6,564.3%
-5,119.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.6% | +2.4% | -0.7% | +0.9% |
| 30D | +4.5% | +13.9% | -9.5% | -0.1% |
| 3M | +13.8% | +8.5% | +5.3% | +10.6% |
| 6M | +10.0% | +20.4% | -10.3% | +3.2% |
| YTD | +11.8% | +34.5% | -22.8% | +0.8% |
| 1Y | +10.2% | +33.8% | -23.5% | -0.5% |
| 3Y | +15.1% | +29.1% | -14.0% | +4.3% |
| 5Y | -18.8% | +31.2% | -50.1% | -27.6% |
| 10Y | +133.7% | +193.1% | -59.5% | +60.6% |
| All | +1,444.4% | +6,564.3% | -5,119.9% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling