+12.4%
AA vs CHRW
+83.1%
-70.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +5.0% | -3.5% | +8.4% | +5.9% |
| 3M | -35.8% | -19.4% | -16.4% | -31.9% |
| 6M | -18.4% | -21.4% | +3.0% | -13.3% |
| YTD | -5.5% | -7.1% | +1.7% | -6.9% |
| 1Y | +61.0% | +17.8% | +43.1% | +41.3% |
| 3Y | +66.2% | +78.8% | -12.6% | +14.5% |
| All | +12.4% | +83.1% | -70.7% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling