-9.9%
CHRW vs AMRZ
-14.3%
+4.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -0.1% | -5.5% | +5.4% | +1.2% |
| 30D | -4.3% | +15.6% | -19.9% | -7.3% |
| 3M | -7.4% | -12.1% | +4.7% | -4.9% |
| 6M | -20.7% | -19.4% | -1.3% | -17.7% |
| YTD | -15.9% | -21.9% | +6.0% | -11.5% |
| 1Y | -9.9% | -15.0% | +5.1% | -8.7% |
| All | -9.9% | -14.3% | +4.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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