+6,351.7%
AMD vs CHRW
+127.5%
+6,224.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.4% | +11.8% |
| 7D | -11.0% | +0.6% | -11.6% | -11.1% |
| 30D | -30.5% | -7.3% | -23.2% | -29.0% |
| 3M | -8.2% | -14.2% | +6.0% | -4.4% |
| 6M | +6.6% | -25.1% | +31.6% | +14.7% |
| YTD | +109.7% | -21.2% | +130.8% | +118.6% |
| 1Y | +88.9% | -14.2% | +103.1% | +90.6% |
| 3Y | +301.8% | +63.5% | +238.3% | +190.5% |
| 5Y | +229.4% | +49.6% | +179.8% | +143.9% |
| All | +6,351.7% | +127.5% | +6,224.2% | +4,850.8% |
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