+132.8%
AMAT vs CHRW
+67.8%
+65.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.4% | -13.1% |
| 7D | -24.3% | +0.7% | -25.0% | -24.2% |
| 30D | -39.8% | -5.0% | -34.8% | -39.6% |
| 3M | -40.2% | -16.1% | -24.1% | -39.2% |
| 6M | -22.1% | -22.6% | +0.5% | -20.1% |
| YTD | +24.7% | -19.3% | +44.0% | +27.0% |
| 1Y | +33.3% | -14.9% | +48.2% | +35.1% |
| All | +132.8% | +67.8% | +65.0% | +126.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling