+55.0%
CHRW vs AMIX
-100.0%
+155.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.6% | -16.0% | +16.6% | +0.8% |
| 30D | -7.3% | -55.4% | +48.1% | -6.4% |
| 3M | -14.2% | -87.5% | +73.3% | -12.1% |
| 6M | -25.1% | -81.2% | +56.1% | -26.8% |
| YTD | -21.2% | -86.8% | +65.7% | -22.9% |
| 1Y | -14.2% | -91.6% | +77.4% | -16.0% |
| All | +55.0% | -100.0% | +155.0% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling