+188.9%
AMAT vs CHRW
+16.7%
+172.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | -1.5% | -1.8% | +0.3% | -1.2% |
| 30D | -14.8% | -3.9% | -10.9% | -14.3% |
| 3M | -9.3% | -19.7% | +10.5% | -5.8% |
| 6M | +27.4% | -21.7% | +49.1% | +32.3% |
| YTD | +77.6% | -7.5% | +85.1% | +79.1% |
| 1Y | +188.9% | +17.3% | +171.6% | +195.5% |
| All | +188.9% | +16.7% | +172.2% | +195.5% |
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