+129.9%
CHRW vs AMP
+459.2%
-329.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.3% |
| 7D | +7.3% | +3.9% | +3.4% | +6.1% |
| 30D | -3.6% | +5.1% | -8.7% | -5.0% |
| 3M | -9.6% | -8.7% | -0.9% | -7.2% |
| 6M | -17.0% | +11.4% | -28.4% | -20.0% |
| YTD | -15.4% | +7.3% | -22.8% | -17.6% |
| 1Y | -10.0% | +14.6% | -24.5% | -14.0% |
| 3Y | +82.2% | +61.2% | +20.9% | +55.4% |
| 5Y | +59.4% | +81.0% | -21.7% | +29.1% |
| All | +129.9% | +459.2% | -329.3% | +37.2% |
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