+132.8%
AMD vs CHRW
-9.7%
+142.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.7% | +3.6% | +6.6% |
| 7D | +13.1% | -0.1% | +13.2% | +13.2% |
| 30D | -7.0% | -4.3% | -2.7% | -6.5% |
| 3M | +16.6% | -7.4% | +24.0% | +17.3% |
| 6M | +20.5% | -20.7% | +41.2% | +24.0% |
| YTD | +158.2% | -15.9% | +174.0% | +133.2% |
| 1Y | +132.8% | -9.9% | +142.7% | +96.3% |
| All | +132.8% | -9.7% | +142.5% | +96.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling