+129.9%
CHRW vs AME
+444.5%
-314.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.1% |
| 7D | +7.3% | +5.9% | +1.4% | +4.8% |
| 30D | -3.6% | -1.9% | -1.7% | -3.0% |
| 3M | -9.6% | -5.4% | -4.2% | -7.9% |
| 6M | -17.0% | +4.9% | -21.9% | -19.3% |
| YTD | -15.4% | +18.5% | -33.9% | -21.8% |
| 1Y | -10.0% | +25.5% | -35.5% | -18.7% |
| 3Y | +82.2% | +63.0% | +19.1% | +45.3% |
| 5Y | +59.4% | +78.3% | -19.0% | +21.2% |
| All | +129.9% | +444.5% | -314.5% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling