+177.7%
CHRW vs AMP
+584.2%
-406.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +4.4% | -2.0% | +6.4% | +5.0% |
| 30D | +5.5% | -1.7% | +7.2% | +6.0% |
| 3M | -17.3% | +23.2% | -40.5% | -22.5% |
| 6M | -12.7% | +22.2% | -34.8% | -18.1% |
| YTD | -4.1% | +14.0% | -18.1% | -8.2% |
| 1Y | +21.2% | +14.0% | +7.2% | +15.7% |
| 3Y | +88.9% | +67.0% | +21.9% | +59.7% |
| 5Y | +93.1% | +123.2% | -30.1% | +47.8% |
| All | +177.7% | +584.2% | -406.6% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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