+93.0%
CHRW vs AMCR
-10.2%
+103.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +3.0% | +1.1% |
| 7D | +4.1% | -6.3% | +10.3% | +6.2% |
| 30D | +1.9% | -7.1% | +9.0% | +4.1% |
| 3M | -21.2% | +12.7% | -33.8% | -24.6% |
| 6M | -16.7% | +5.2% | -21.8% | -18.8% |
| YTD | -5.4% | +8.1% | -13.4% | -9.3% |
| 1Y | +21.2% | +11.7% | +9.5% | +14.5% |
| 3Y | +86.5% | +9.9% | +76.6% | +72.6% |
| 5Y | +93.0% | -8.7% | +101.7% | +99.7% |
| All | +93.0% | -10.2% | +103.3% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling