+17.3%
CHRW vs AMIX
-81.0%
+98.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.6% | +0.7% |
| 7D | -1.8% | -13.7% | +11.9% | -1.6% |
| 30D | -3.9% | -62.1% | +58.2% | -2.7% |
| 3M | -19.7% | -46.2% | +26.4% | -22.8% |
| 6M | -21.7% | -46.4% | +24.7% | -24.8% |
| YTD | -7.5% | -60.3% | +52.7% | -11.6% |
| 1Y | +17.3% | -79.7% | +97.0% | +12.7% |
| All | +17.3% | -81.0% | +98.3% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 1y: compounded portfolio wealth divided by compounded AMIX 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…
1y analysis · Full analysis span regression · 6 months rolling