+564.1%
AMZN vs CHRW
+170.5%
+393.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.0% | +4.1% | -5.1% | -2.0% |
| 30D | -9.2% | +1.9% | -11.1% | -9.7% |
| 3M | +3.4% | -21.2% | +24.5% | +8.7% |
| 6M | +18.2% | -16.7% | +34.9% | +21.7% |
| YTD | +9.3% | -5.4% | +14.7% | +7.6% |
| 1Y | +5.9% | +21.2% | -15.2% | -4.1% |
| 3Y | +82.6% | +86.5% | -3.9% | +40.4% |
| 5Y | +44.9% | +93.0% | -48.2% | +10.1% |
| 10Y | +564.1% | +174.5% | +389.6% | +334.0% |
| All | +564.1% | +170.5% | +393.5% | +334.0% |
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