+247.2%
AMAT vs CHRW
+83.1%
+164.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | -1.5% | -1.4% | -0.1% | -1.1% |
| 30D | -14.8% | -3.5% | -11.3% | -14.1% |
| 3M | -9.3% | -19.4% | +10.1% | -4.8% |
| 6M | +27.4% | -21.4% | +48.8% | +34.0% |
| YTD | +77.6% | -7.1% | +84.7% | +77.3% |
| 1Y | +188.9% | +17.8% | +171.1% | +168.7% |
| 3Y | +202.3% | +78.8% | +123.5% | +138.7% |
| All | +247.2% | +83.1% | +164.1% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling