+79.9%
CHRW vs AMDL
+47.6%
+32.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +22.3% | -24.6% | -3.0% |
| 7D | +0.6% | -26.2% | +26.8% | +1.2% |
| 30D | -7.3% | -57.1% | +49.8% | -5.4% |
| 3M | -14.2% | -29.8% | +15.7% | -14.1% |
| 6M | -25.1% | -22.2% | -2.9% | -26.1% |
| YTD | -21.2% | +142.1% | -163.3% | -26.8% |
| 1Y | -14.2% | +85.8% | -100.0% | -19.8% |
| All | +79.9% | +47.6% | +32.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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