+147.1%
AMAT vs CHRW
+58.8%
+88.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +11.4% | +7.3% | +4.1% | +9.6% |
| 30D | -17.0% | -3.6% | -13.5% | -16.6% |
| 3M | -30.6% | -9.6% | -21.0% | -29.5% |
| 6M | -14.9% | -17.0% | +2.1% | -12.5% |
| YTD | +44.7% | -15.4% | +60.1% | +46.7% |
| 1Y | +66.9% | -10.0% | +76.9% | +66.5% |
| 3Y | +153.3% | +82.2% | +71.1% | +93.2% |
| All | +147.1% | +58.8% | +88.3% | +116.4% |
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