+1,315.3%
AMAT vs CHRW
+131.6%
+1,183.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.9% | +8.5% | +10.4% |
| 7D | -1.1% | +0.2% | -1.3% | -0.9% |
| 30D | -26.9% | -9.4% | -17.6% | -24.8% |
| 3M | -31.2% | -13.3% | -17.9% | -28.6% |
| 6M | -14.7% | -24.2% | +9.5% | -8.5% |
| YTD | +44.7% | -18.9% | +63.6% | +49.4% |
| 1Y | +62.0% | -12.4% | +74.3% | +62.5% |
| 3Y | +165.0% | +72.2% | +92.7% | +88.7% |
| 5Y | +147.1% | +53.4% | +93.7% | +83.0% |
| 10Y | +1,315.3% | +127.0% | +1,188.3% | +830.6% |
| All | +1,315.3% | +131.6% | +1,183.6% | +830.6% |
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