+250.7%
CHRW vs AMC
-98.1%
+348.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | +1.0% |
| 7D | -1.4% | +2.3% | -3.7% | -1.4% |
| 30D | -3.5% | -0.7% | -2.7% | -3.5% |
| 3M | -19.4% | +35.2% | -54.6% | -19.8% |
| 6M | -21.4% | +124.6% | -145.9% | -22.2% |
| YTD | -7.1% | +69.9% | -77.0% | -7.9% |
| 1Y | +17.8% | -2.6% | +20.4% | +17.4% |
| 3Y | +78.8% | -79.8% | +158.5% | +79.1% |
| 5Y | +83.5% | -99.4% | +182.9% | +85.4% |
| 10Y | +160.2% | -98.9% | +259.1% | +186.1% |
| All | +250.7% | -98.1% | +348.8% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling