+164.0%
CHRW vs AMBA
-7.1%
+171.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.4% | -11.0% | +9.6% | -0.4% |
| 30D | -3.5% | -23.2% | +19.7% | -1.3% |
| 3M | -19.4% | -12.7% | -6.7% | -19.3% |
| 6M | -21.4% | +11.2% | -32.6% | -23.6% |
| YTD | -7.1% | -11.2% | +4.1% | -8.2% |
| 1Y | +17.8% | -22.5% | +40.4% | +17.2% |
| 3Y | +78.8% | -1.3% | +80.1% | +68.3% |
| 5Y | +83.5% | -54.2% | +137.7% | +76.0% |
| All | +164.0% | -7.1% | +171.0% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling