+1,162.1%
AMAT vs CHRW
+127.5%
+1,034.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +5.0% |
| 7D | -14.7% | +0.6% | -15.3% | -14.8% |
| 30D | -36.1% | -7.3% | -28.8% | -34.8% |
| 3M | -36.9% | -14.2% | -22.7% | -34.3% |
| 6M | -22.2% | -25.1% | +2.9% | -16.4% |
| YTD | +29.9% | -21.2% | +51.1% | +35.3% |
| 1Y | +43.3% | -14.2% | +57.4% | +44.6% |
| 3Y | +142.7% | +63.5% | +79.2% | +76.4% |
| 5Y | +126.2% | +49.6% | +76.6% | +68.7% |
| All | +1,162.1% | +127.5% | +1,034.6% | +771.9% |
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