+204.8%
CHRW vs AMC
-97.8%
+302.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -12.5% | +8.4% | -4.0% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -5.0% | +4.4% | -9.4% | -5.0% |
| 3M | -16.1% | +15.4% | -31.5% | -16.3% |
| 6M | -22.6% | +93.7% | -116.3% | -23.4% |
| YTD | -19.3% | +97.4% | -116.7% | -20.1% |
| 1Y | -14.9% | +23.2% | -38.1% | -15.5% |
| 3Y | +68.0% | -71.3% | +139.3% | +67.9% |
| 5Y | +53.2% | -99.3% | +152.4% | +54.4% |
| 10Y | +134.8% | -98.7% | +233.6% | +159.0% |
| All | +204.8% | -97.8% | +302.6% | +198.7% |
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 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