+3,898.1%
AMAT vs CHRW
+3,613.5%
+284.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.1% | -9.4% | -11.9% |
| 7D | -24.3% | +0.7% | -25.0% | -24.4% |
| 30D | -39.8% | -5.0% | -34.8% | -38.9% |
| 3M | -40.2% | -16.1% | -24.1% | -36.7% |
| 6M | -22.1% | -22.6% | +0.5% | -16.2% |
| YTD | +24.7% | -19.3% | +44.0% | +30.1% |
| 1Y | +33.3% | -14.9% | +48.2% | +36.2% |
| 3Y | +133.9% | +68.0% | +65.8% | +68.1% |
| 5Y | +117.1% | +53.2% | +63.9% | +60.0% |
| 10Y | +1,158.7% | +134.8% | +1,023.8% | +649.0% |
| All | +3,898.1% | +3,613.5% | +284.6% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling