+2,713.2%
AMD vs CHRW
+3,613.5%
-900.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.1% | -15.5% |
| 7D | -28.6% | +0.7% | -29.3% | -28.6% |
| 30D | -37.7% | -5.0% | -32.7% | -36.7% |
| 3M | -16.1% | -16.1% | 0.0% | -10.8% |
| 6M | +13.8% | -22.6% | +36.5% | +23.1% |
| YTD | +88.8% | -19.3% | +108.1% | +97.6% |
| 1Y | +57.8% | -14.9% | +72.7% | +61.5% |
| 3Y | +260.3% | +68.0% | +192.2% | +153.0% |
| 5Y | +196.6% | +53.2% | +143.5% | +113.4% |
| 10Y | +6,064.6% | +134.8% | +5,929.8% | +3,423.1% |
| All | +2,713.2% | +3,613.5% | -900.3% | +356.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling