+553.0%
AMZN vs CHD
+125.6%
+427.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -2.7% | -4.7% | +2.0% | -1.7% |
| 30D | -7.5% | -8.3% | +0.8% | -5.8% |
| 3M | +5.8% | -4.0% | +9.9% | +6.7% |
| 6M | +17.5% | -6.5% | +24.0% | +19.0% |
| YTD | +9.1% | +13.1% | -4.0% | +5.8% |
| 1Y | +9.4% | +2.3% | +7.0% | +8.1% |
| 3Y | +82.2% | +1.8% | +80.4% | +77.1% |
| 5Y | +45.2% | +20.6% | +24.7% | +31.8% |
| All | +553.0% | +125.6% | +427.4% | +424.2% |
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