+3,715.3%
CHRW vs AME
+8,283.4%
-4,568.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | +1.3% |
| 7D | +0.2% | -1.5% | +1.7% | +0.7% |
| 30D | -9.4% | -4.2% | -5.2% | -8.0% |
| 3M | -13.3% | -5.9% | -7.3% | -11.5% |
| 6M | -24.2% | +2.8% | -27.0% | -25.5% |
| YTD | -18.9% | +16.6% | -35.4% | -24.2% |
| 1Y | -12.4% | +22.1% | -34.5% | -19.6% |
| 3Y | +72.2% | +64.7% | +7.6% | +38.2% |
| 5Y | +53.4% | +76.6% | -23.2% | +19.0% |
| 10Y | +127.0% | +443.9% | -316.9% | +9.1% |
| All | +3,715.3% | +8,283.4% | -4,568.1% | +741.9% |
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 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