+127.0%
CHRW vs AMC
-98.6%
+225.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +2.9% |
| 7D | +0.2% | +6.6% | -6.4% | +0.2% |
| 30D | -9.4% | +14.1% | -23.5% | -9.5% |
| 3M | -13.3% | +31.3% | -44.5% | -13.5% |
| 6M | -24.2% | +126.7% | -150.8% | -24.8% |
| YTD | -18.9% | +117.9% | -136.8% | -19.6% |
| 1Y | -12.4% | +41.1% | -53.4% | -12.9% |
| 3Y | +72.2% | -61.0% | +133.2% | +71.7% |
| 5Y | +53.4% | -99.1% | +152.5% | +53.4% |
| 10Y | +127.0% | -98.7% | +225.6% | +143.2% |
| All | +127.0% | -98.6% | +225.6% | +143.2% |
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