+6,406.4%
AMD vs CHRW
+160.8%
+6,245.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.1% | +3.6% | +4.3% |
| 7D | +2.6% | -1.4% | +4.0% | +3.1% |
| 30D | -0.9% | -3.5% | +2.5% | +0.2% |
| 3M | -8.7% | -19.4% | +10.7% | -2.6% |
| 6M | +136.3% | -21.4% | +157.7% | +153.6% |
| YTD | +123.0% | -7.1% | +130.1% | +122.0% |
| 1Y | +195.2% | +17.8% | +177.4% | +164.1% |
| 3Y | +336.3% | +78.8% | +257.6% | +211.1% |
| 5Y | +334.5% | +83.5% | +250.9% | +198.3% |
| All | +6,406.4% | +160.8% | +6,245.6% | +3,632.5% |
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