+61.4%
AMAT vs CHRW
-10.6%
+71.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.2% | +4.9% | -16.1% | -11.8% |
| 30D | -31.9% | -4.8% | -27.1% | -31.6% |
| 3M | -32.3% | -13.1% | -19.2% | -31.0% |
| 6M | -5.4% | -16.3% | +11.0% | -4.2% |
| YTD | +44.3% | -15.8% | +60.1% | +23.7% |
| 1Y | +61.4% | -11.1% | +72.5% | +29.7% |
| All | +61.4% | -10.6% | +71.9% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 1y: compounded portfolio wealth divided by compounded CHRW 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…
1y analysis · Full analysis span regression · 6 months rolling