+7,765.4%
AMD vs CHRW
+128.6%
+7,636.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.8% | -8.8% |
| 7D | +18.9% | +7.3% | +11.6% | +16.2% |
| 30D | -6.4% | -3.6% | -2.9% | -5.4% |
| 3M | +10.6% | -9.6% | +20.2% | +13.4% |
| 6M | +19.9% | -17.0% | +36.9% | +24.7% |
| YTD | +149.4% | -15.4% | +164.8% | +154.2% |
| 1Y | +115.4% | -10.0% | +125.4% | +114.2% |
| 3Y | +357.3% | +82.2% | +275.1% | +216.2% |
| 5Y | +261.1% | +59.4% | +201.8% | +161.5% |
| All | +7,765.4% | +128.6% | +7,636.7% | +5,026.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling