+94.2%
AMT vs CHRW
+163.9%
-69.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | +4.6% | -3.5% | +8.1% | +5.1% |
| 3M | -8.4% | -19.4% | +10.9% | -5.9% |
| 6M | -6.0% | -21.4% | +15.3% | -3.3% |
| YTD | +2.1% | -7.1% | +9.3% | +1.4% |
| 1Y | -6.4% | +17.8% | -24.2% | -11.5% |
| 3Y | +8.1% | +78.8% | -70.7% | -8.3% |
| 5Y | -31.9% | +83.5% | -115.4% | -43.6% |
| All | +94.2% | +163.9% | -69.7% | +40.1% |
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