+1,311.4%
AMT vs CHRW
+4,378.2%
-3,066.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -0.2% | -1.4% | +1.2% | +0.2% |
| 30D | +4.6% | -3.5% | +8.1% | +5.5% |
| 3M | -8.4% | -19.4% | +10.9% | -3.7% |
| 6M | -6.0% | -21.4% | +15.3% | -1.0% |
| YTD | +2.1% | -7.1% | +9.3% | +1.3% |
| 1Y | -6.4% | +17.8% | -24.2% | -14.4% |
| 3Y | +8.1% | +78.8% | -70.7% | -16.2% |
| 5Y | -31.9% | +83.5% | -115.4% | -49.0% |
| 10Y | +97.1% | +160.2% | -63.1% | +25.0% |
| All | +1,311.4% | +4,378.2% | -3,066.8% | +159.7% |
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