+246.2%
CHRW vs AMBA
+837.3%
-591.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.1% |
| 7D | -1.4% | -11.0% | +9.6% | -0.5% |
| 30D | -3.5% | -23.2% | +19.7% | -1.6% |
| 3M | -19.4% | -12.7% | -6.7% | -19.3% |
| 6M | -21.4% | +11.2% | -32.6% | -23.2% |
| YTD | -7.1% | -11.2% | +4.1% | -8.0% |
| 1Y | +17.8% | -22.5% | +40.4% | +17.4% |
| 3Y | +78.8% | -1.3% | +80.1% | +70.1% |
| 5Y | +83.5% | -54.2% | +137.7% | +78.1% |
| 10Y | +160.2% | -6.1% | +166.4% | +125.7% |
| All | +246.2% | +837.3% | -591.1% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling