+3,607.0%
CHRW vs AME
+7,946.6%
-4,339.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -3.3% |
| 7D | +0.6% | -5.2% | +5.7% | +2.6% |
| 30D | -7.3% | -8.0% | +0.7% | -4.4% |
| 3M | -14.2% | -8.9% | -5.3% | -11.3% |
| 6M | -25.1% | -5.0% | -20.1% | -24.1% |
| YTD | -21.2% | +11.9% | -33.1% | -25.1% |
| 1Y | -14.2% | +16.6% | -30.8% | -19.8% |
| 3Y | +63.5% | +62.5% | +1.0% | +31.9% |
| 5Y | +49.6% | +67.6% | -18.0% | +18.5% |
| 10Y | +129.4% | +450.4% | -321.0% | +9.7% |
| All | +3,607.0% | +7,946.6% | -4,339.6% | +731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling