+86.0%
CHRW vs AMCR
+8.5%
+77.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +0.9% |
| 7D | +4.1% | -6.3% | +10.3% | +5.6% |
| 30D | +1.9% | -7.1% | +9.0% | +3.6% |
| 3M | -21.2% | +12.7% | -33.8% | -23.9% |
| 6M | -16.7% | +5.2% | -21.8% | -18.4% |
| YTD | -5.4% | +8.1% | -13.4% | -8.4% |
| 1Y | +21.2% | +11.7% | +9.5% | +16.0% |
| All | +86.0% | +8.5% | +77.5% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling