+5,594.5%
AMAT vs CHRW
+4,173.0%
+1,421.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.9% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | -14.8% | -3.5% | -11.3% | -13.7% |
| 3M | -9.3% | -19.4% | +10.1% | -2.5% |
| 6M | +27.4% | -21.4% | +48.8% | +37.2% |
| YTD | +77.6% | -7.1% | +84.7% | +77.2% |
| 1Y | +188.9% | +17.8% | +171.1% | +158.1% |
| 3Y | +202.3% | +78.8% | +123.5% | +114.8% |
| 5Y | +248.9% | +83.5% | +165.4% | +141.4% |
| 10Y | +1,585.2% | +160.2% | +1,425.0% | +874.1% |
| All | +5,594.5% | +4,173.0% | +1,421.5% | +728.2% |
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