+57.5%
CHRW vs AMBA
-69.7%
+127.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +7.3% | +2.7% | +4.6% | +7.1% |
| 30D | -3.6% | -2.2% | -1.4% | -3.5% |
| 3M | -9.6% | -26.6% | +17.1% | -7.7% |
| 6M | -17.0% | -26.8% | +9.8% | -16.3% |
| YTD | -15.4% | -15.1% | -0.3% | -16.3% |
| 1Y | -10.0% | -32.3% | +22.3% | -9.5% |
| 3Y | +82.2% | +19.8% | +62.3% | +67.9% |
| All | +57.5% | -69.7% | +127.2% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling