+123.6%
CHRW vs AMC
-98.7%
+222.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.3% |
| 7D | +0.6% | +2.6% | -2.0% | +0.6% |
| 30D | -7.3% | +9.0% | -16.3% | -7.4% |
| 3M | -14.2% | +22.2% | -36.4% | -14.3% |
| 6M | -25.1% | +91.5% | -116.5% | -25.6% |
| YTD | -21.2% | +101.3% | -122.4% | -21.8% |
| 1Y | -14.2% | +20.8% | -34.9% | -14.6% |
| 3Y | +63.5% | -71.3% | +134.8% | +63.3% |
| 5Y | +49.6% | -99.2% | +148.8% | +49.7% |
| All | +123.6% | -98.7% | +222.3% | +138.5% |
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