+59.6%
CHRW vs AMIX
-99.9%
+159.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.1% |
| 7D | -3.4% | +11.4% | -14.8% | -3.5% |
| 30D | -9.4% | -40.5% | +31.2% | -8.8% |
| 3M | -12.6% | -80.1% | +67.4% | -11.0% |
| 6M | -24.2% | -74.8% | +50.7% | -26.1% |
| YTD | -18.9% | -84.0% | +65.1% | -20.8% |
| 1Y | -13.7% | -89.7% | +76.0% | -15.7% |
| All | +59.6% | -99.9% | +159.5% | +34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling