+245.6%
CHRW vs AMCR
+96.6%
+148.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | +1.9% | -1.8% | +3.8% | +2.3% |
| 30D | +0.9% | -6.0% | +7.0% | +2.2% |
| 3M | -19.9% | +18.9% | -38.8% | -23.0% |
| 6M | -15.8% | +5.7% | -21.4% | -17.3% |
| YTD | -5.6% | +11.1% | -16.7% | -8.5% |
| 1Y | +21.0% | +12.7% | +8.3% | +16.8% |
| 3Y | +86.0% | +9.6% | +76.4% | +79.4% |
| 5Y | +88.6% | -10.3% | +99.0% | +89.0% |
| 10Y | +169.3% | +16.5% | +152.8% | +154.8% |
| All | +245.6% | +96.6% | +148.9% | +219.3% |
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