-11.1%
CHRW vs AMBA
-25.6%
+14.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.3% |
| 7D | +4.9% | -8.1% | +13.0% | +5.2% |
| 30D | -4.8% | -10.8% | +5.9% | -4.5% |
| 3M | -13.1% | -25.9% | +12.8% | -12.3% |
| 6M | -16.3% | -13.9% | -2.5% | -17.6% |
| YTD | -15.8% | -14.0% | -1.8% | -18.3% |
| 1Y | -11.1% | -25.7% | +14.5% | -13.7% |
| All | -11.1% | -25.6% | +14.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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