+61.3%
CHRW vs AMC
-99.1%
+160.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.7% |
| 7D | -0.1% | -2.8% | +2.8% | 0.0% |
| 30D | -4.3% | +14.0% | -18.3% | -4.8% |
| 3M | -7.4% | +42.5% | -49.9% | -8.9% |
| 6M | -20.7% | +142.6% | -163.3% | -24.4% |
| YTD | -15.9% | +119.2% | -135.1% | -19.7% |
| 1Y | -9.9% | +40.7% | -50.6% | -12.6% |
| 3Y | +79.0% | -57.3% | +136.3% | +77.6% |
| 5Y | +61.3% | -99.1% | +160.5% | +73.9% |
| All | +61.3% | -99.1% | +160.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling