-10.8%
CHRW vs AMIX
-92.5%
+81.7%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +0.6% |
| 7D | +4.7% | -10.9% | +15.6% | +4.8% |
| 30D | -2.6% | -55.0% | +52.4% | -1.5% |
| 3M | -8.0% | -82.0% | +74.0% | -5.9% |
| 6M | -19.0% | -80.4% | +61.4% | -20.8% |
| YTD | -15.5% | -88.3% | +72.8% | -17.5% |
| 1Y | -10.8% | -92.4% | +81.6% | -13.0% |
| All | -10.8% | -92.5% | +81.7% | -13.0% |
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