+122.7%
CHRW vs AMC
-98.7%
+221.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -3.4% | +5.5% | -8.9% | -3.4% |
| 30D | -9.4% | +16.1% | -25.5% | -9.5% |
| 3M | -12.6% | +43.0% | -55.6% | -12.9% |
| 6M | -24.2% | +130.7% | -154.8% | -24.8% |
| YTD | -18.9% | +121.8% | -140.7% | -19.6% |
| 1Y | -13.7% | +40.7% | -54.3% | -14.2% |
| 3Y | +72.6% | -56.8% | +129.4% | +71.9% |
| 5Y | +55.6% | -99.1% | +154.7% | +55.6% |
| 10Y | +122.7% | -98.7% | +221.4% | +138.3% |
| All | +122.7% | -98.7% | +221.4% | +138.3% |
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