+209.6%
CHRW vs AMCR
+100.3%
+109.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +7.3% | -2.4% | +9.7% | +7.8% |
| 30D | -3.6% | +3.6% | -7.2% | -4.4% |
| 3M | -9.6% | -4.2% | -5.4% | -8.9% |
| 6M | -17.0% | +15.5% | -32.5% | -19.9% |
| YTD | -15.4% | +9.7% | -25.2% | -17.9% |
| 1Y | -10.0% | +8.3% | -18.3% | -12.3% |
| 3Y | +82.2% | +15.4% | +66.8% | +73.8% |
| 5Y | +59.4% | -9.1% | +68.5% | +59.1% |
| 10Y | +129.7% | +18.6% | +111.1% | +116.3% |
| All | +209.6% | +100.3% | +109.3% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling