+92.0%
CHRW vs AMDL
+119.6%
-27.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.3% | -10.6% | +3.2% |
| 7D | -0.1% | +18.5% | -18.6% | -1.0% |
| 30D | -4.3% | -24.2% | +19.9% | -4.1% |
| 3M | -7.4% | +11.5% | -18.9% | -8.8% |
| 6M | -20.7% | -1.0% | -19.7% | -22.3% |
| YTD | -15.9% | +260.3% | -276.1% | -22.9% |
| 1Y | -9.9% | +178.2% | -188.0% | -16.9% |
| All | +92.0% | +119.6% | -27.6% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling