+645.9%
CHRW vs AMP
+2,123.7%
-1,477.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -3.5% | -0.1% | -3.4% | -3.5% |
| 3M | -19.4% | +23.6% | -43.0% | -24.9% |
| 6M | -21.4% | +20.4% | -41.7% | -26.3% |
| YTD | -7.1% | +15.4% | -22.6% | -11.7% |
| 1Y | +17.8% | +11.0% | +6.9% | +12.9% |
| 3Y | +78.8% | +70.5% | +8.3% | +47.7% |
| 5Y | +83.5% | +121.4% | -37.9% | +36.9% |
| 10Y | +160.2% | +575.6% | -415.3% | +24.2% |
| All | +645.9% | +2,123.7% | -1,477.9% | +94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling