+10.2%
AMT vs CHRW
-12.5%
+22.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | -3.4% | +5.0% | +1.6% |
| 30D | +4.5% | -9.4% | +13.8% | +4.4% |
| 3M | +13.8% | -12.6% | +26.4% | +13.8% |
| 6M | +10.0% | -24.2% | +34.2% | +9.7% |
| YTD | +11.8% | -18.9% | +30.6% | +11.0% |
| 1Y | +10.2% | -13.7% | +23.9% | +10.4% |
| All | +10.2% | -12.5% | +22.7% | +10.4% |
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 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