-13.7%
CHRW vs AMC
+43.0%
-56.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.1% |
| 7D | -3.4% | +5.5% | -8.9% | -3.6% |
| 30D | -9.4% | +16.1% | -25.5% | -9.9% |
| 3M | -12.6% | +43.0% | -55.6% | -13.9% |
| 6M | -24.2% | +130.7% | -154.8% | -29.7% |
| YTD | -18.9% | +121.8% | -140.7% | -26.0% |
| 1Y | -13.7% | +40.7% | -54.3% | -19.7% |
| All | -13.7% | +43.0% | -56.7% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling