-11.1%
CHRW vs AME
+21.1%
-32.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +2.2% |
| 7D | +4.9% | -4.4% | +9.3% | +6.8% |
| 30D | -4.8% | -5.9% | +1.1% | -2.6% |
| 3M | -13.1% | -6.5% | -6.6% | -10.7% |
| 6M | -16.3% | +3.2% | -19.5% | -19.4% |
| YTD | -15.8% | +16.0% | -31.8% | -24.8% |
| 1Y | -11.1% | +20.4% | -31.6% | -22.9% |
| All | -11.1% | +21.1% | -32.2% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling