+178.3%
CHRW vs AMCR
+14.6%
+163.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +3.5% | -6.3% | +9.7% | +5.3% |
| 30D | +4.6% | -7.8% | +12.4% | +6.8% |
| 3M | -19.7% | +7.5% | -27.2% | -21.7% |
| 6M | -12.4% | +2.7% | -15.1% | -13.8% |
| YTD | -3.9% | +6.0% | -9.9% | -6.6% |
| 1Y | +18.4% | +7.8% | +10.6% | +14.3% |
| 3Y | +88.8% | +5.8% | +83.1% | +81.1% |
| 5Y | +93.5% | -11.6% | +105.2% | +94.6% |
| All | +178.3% | +14.6% | +163.7% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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