+142,526.2%
AMZN vs CHRW
+4,173.0%
+138,353.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.6% |
| 7D | -3.0% | -1.4% | -1.6% | -2.5% |
| 30D | -5.2% | -3.5% | -1.7% | -4.1% |
| 3M | +1.9% | -19.4% | +21.3% | +8.4% |
| 6M | +19.2% | -21.4% | +40.6% | +27.0% |
| YTD | +12.0% | -7.1% | +19.1% | +10.7% |
| 1Y | +9.7% | +17.8% | -8.1% | -2.7% |
| 3Y | +87.2% | +78.8% | +8.4% | +35.7% |
| 5Y | +48.7% | +83.5% | -34.9% | +4.8% |
| 10Y | +569.3% | +160.2% | +409.1% | +286.7% |
| All | +142,526.2% | +4,173.0% | +138,353.2% | +22,500.7% |
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