+126.7%
AMAT vs CHRW
+49.0%
+77.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.8% |
| 7D | -14.7% | +0.6% | -15.3% | -14.7% |
| 30D | -36.1% | -7.3% | -28.8% | -35.2% |
| 3M | -36.9% | -14.2% | -22.7% | -35.1% |
| 6M | -22.2% | -25.1% | +2.9% | -18.0% |
| YTD | +29.9% | -21.2% | +51.1% | +33.9% |
| 1Y | +43.3% | -14.2% | +57.4% | +44.4% |
| 3Y | +142.7% | +63.5% | +79.2% | +91.4% |
| All | +126.7% | +49.0% | +77.7% | +98.5% |
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