+53.6%
AA vs CHRW
+131.6%
-78.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +4.6% |
| 7D | +4.8% | +0.2% | +4.6% | +4.7% |
| 30D | -0.6% | -9.4% | +8.7% | +2.8% |
| 3M | -16.3% | -13.3% | -3.0% | -12.9% |
| 6M | -33.4% | -24.2% | -9.2% | -28.2% |
| YTD | -20.7% | -18.9% | -1.8% | -18.8% |
| 1Y | +12.9% | -12.4% | +25.3% | +11.5% |
| 3Y | +75.7% | +72.2% | +3.5% | +12.7% |
| 5Y | -6.8% | +53.4% | -60.2% | -36.8% |
| 10Y | +53.6% | +127.0% | -73.3% | -15.6% |
| All | +53.6% | +131.6% | -78.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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