+1,587.5%
AMAT vs CHRW
+160.8%
+1,426.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | -1.5% | -1.4% | -0.1% | -1.0% |
| 30D | -14.8% | -3.5% | -11.3% | -13.9% |
| 3M | -9.3% | -19.4% | +10.1% | -3.3% |
| 6M | +27.4% | -21.4% | +48.8% | +36.1% |
| YTD | +77.6% | -7.1% | +84.7% | +76.9% |
| 1Y | +188.9% | +17.8% | +171.1% | +160.3% |
| 3Y | +202.3% | +78.8% | +123.5% | +117.8% |
| 5Y | +248.9% | +83.5% | +165.4% | +143.1% |
| All | +1,587.5% | +160.8% | +1,426.6% | +887.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling