+1,443.4%
AMT vs CHRW
+3,957.2%
-2,513.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.1% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +4.2% | -4.3% | +8.5% | +5.1% |
| 3M | +13.4% | -7.4% | +20.8% | +14.9% |
| 6M | +9.4% | -20.7% | +30.1% | +14.5% |
| YTD | +11.7% | -15.9% | +27.5% | +13.0% |
| 1Y | +7.1% | -9.9% | +17.0% | +6.0% |
| 3Y | +15.1% | +79.0% | -63.9% | -11.8% |
| 5Y | -17.9% | +61.3% | -79.2% | -36.6% |
| 10Y | +133.5% | +128.5% | +5.0% | +52.8% |
| All | +1,443.4% | +3,957.2% | -2,513.8% | +189.7% |
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