+8,164.6%
AMD vs CHRW
+131.8%
+8,032.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +6.0% |
| 7D | +13.1% | -0.1% | +13.2% | +13.5% |
| 30D | -7.0% | -4.3% | -2.7% | -5.8% |
| 3M | +16.6% | -7.4% | +24.0% | +18.5% |
| 6M | +20.5% | -20.7% | +41.2% | +27.5% |
| YTD | +158.2% | -15.9% | +174.0% | +163.6% |
| 1Y | +132.8% | -9.9% | +142.7% | +131.4% |
| 3Y | +366.2% | +79.0% | +287.3% | +225.1% |
| 5Y | +278.7% | +61.3% | +217.3% | +172.1% |
| 10Y | +8,164.6% | +128.5% | +8,036.0% | +5,341.6% |
| All | +8,164.6% | +131.8% | +8,032.8% | +5,341.6% |
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