+128.5%
CHRW vs AMBA
+7.9%
+120.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.2% | +3.4% |
| 7D | -0.1% | +2.6% | -2.6% | -0.3% |
| 30D | -4.3% | -3.6% | -0.7% | -4.1% |
| 3M | -7.4% | -24.6% | +17.2% | -5.4% |
| 6M | -20.7% | -21.6% | +0.9% | -20.4% |
| YTD | -15.9% | -11.8% | -4.1% | -17.0% |
| 1Y | -9.9% | -33.2% | +23.3% | -9.0% |
| 3Y | +79.0% | +24.5% | +54.5% | +64.4% |
| 5Y | +61.3% | -67.7% | +129.0% | +60.6% |
| 10Y | +128.5% | +4.7% | +123.8% | +81.8% |
| All | +128.5% | +7.9% | +120.7% | +81.8% |
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