+196.6%
AMD vs CHRW
+48.6%
+148.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.1% | -16.2% |
| 7D | -28.6% | +0.7% | -29.3% | -28.6% |
| 30D | -37.7% | -5.0% | -32.7% | -37.1% |
| 3M | -16.1% | -16.1% | 0.0% | -13.0% |
| 6M | +13.8% | -22.6% | +36.5% | +19.3% |
| YTD | +88.8% | -19.3% | +108.1% | +93.9% |
| 1Y | +57.8% | -14.9% | +72.7% | +59.7% |
| 3Y | +260.3% | +68.0% | +192.2% | +180.7% |
| 5Y | +196.6% | +53.2% | +143.5% | +146.4% |
| All | +196.6% | +48.6% | +148.0% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling