+48.6%
CHRW vs AME
+66.2%
-17.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -3.4% |
| 7D | +0.6% | -5.2% | +5.7% | +2.8% |
| 30D | -7.3% | -8.0% | +0.7% | -4.1% |
| 3M | -14.2% | -8.9% | -5.3% | -11.0% |
| 6M | -25.1% | -5.0% | -20.1% | -24.1% |
| YTD | -21.2% | +11.9% | -33.1% | -25.8% |
| 1Y | -14.2% | +16.6% | -30.8% | -20.7% |
| 3Y | +63.5% | +62.5% | +1.0% | +26.4% |
| All | +48.6% | +66.2% | -17.7% | +8.9% |
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 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