+1,311.4%
AMT vs CHD
+5,776.6%
-4,465.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.7% |
| 30D | +4.6% | -4.6% | +9.3% | +6.2% |
| 3M | -8.4% | +5.0% | -13.5% | -10.0% |
| 6M | -6.0% | -3.2% | -2.8% | -5.2% |
| YTD | +2.1% | +18.6% | -16.5% | -3.9% |
| 1Y | -6.4% | +4.8% | -11.2% | -8.4% |
| 3Y | +8.1% | +6.1% | +1.9% | +4.4% |
| 5Y | -31.9% | +24.0% | -55.9% | -38.1% |
| 10Y | +97.1% | +124.5% | -27.3% | +47.4% |
| All | +1,311.4% | +5,776.6% | -4,465.2% | +264.5% |
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