-10.0%
CHRW vs AMIX
-92.3%
+82.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | 0.0% |
| 7D | +7.3% | -9.9% | +17.2% | +7.4% |
| 30D | -3.6% | -52.8% | +49.2% | -2.6% |
| 3M | -9.6% | -80.0% | +70.4% | -7.6% |
| 6M | -17.0% | -80.2% | +63.2% | -18.9% |
| YTD | -15.4% | -88.1% | +72.7% | -17.6% |
| 1Y | -10.0% | -91.1% | +81.1% | -12.3% |
| All | -10.0% | -92.3% | +82.3% | -12.3% |
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