-11.1%
CHRW vs AMIX
-92.3%
+81.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.3% |
| 7D | +4.9% | -25.1% | +30.0% | +5.3% |
| 30D | -4.8% | -54.5% | +49.7% | -3.7% |
| 3M | -13.1% | -91.7% | +78.6% | -10.2% |
| 6M | -16.3% | -79.4% | +63.1% | -18.4% |
| YTD | -15.8% | -86.1% | +70.2% | -18.0% |
| 1Y | -11.1% | -91.6% | +80.4% | -13.6% |
| All | -11.1% | -92.3% | +81.2% | -13.6% |
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