+86.8%
CHRW vs AME
+82.5%
+4.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -3.5% | -6.7% | +3.2% | -0.5% |
| 3M | -19.4% | +4.1% | -23.5% | -21.1% |
| 6M | -21.4% | +1.6% | -22.9% | -22.4% |
| YTD | -7.1% | +16.1% | -23.3% | -13.5% |
| 1Y | +17.8% | +27.3% | -9.5% | +5.7% |
| 3Y | +78.8% | +50.9% | +27.9% | +46.1% |
| All | +86.8% | +82.5% | +4.4% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling