+129.9%
CHRW vs AMC
-98.8%
+228.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.7% | +0.1% |
| 7D | +7.3% | +3.5% | +3.8% | +7.3% |
| 30D | -3.6% | +12.5% | -16.0% | -3.7% |
| 3M | -9.6% | +23.6% | -33.2% | -9.8% |
| 6M | -17.0% | +144.4% | -161.4% | -17.8% |
| YTD | -15.4% | +108.3% | -123.8% | -16.2% |
| 1Y | -10.0% | +38.9% | -48.9% | -10.5% |
| 3Y | +82.2% | -58.9% | +141.0% | +81.5% |
| 5Y | +59.4% | -99.2% | +158.5% | +59.5% |
| All | +129.9% | -98.8% | +228.7% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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