+21.5%
AA vs CHRW
+3,527.3%
-3,505.8%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.9% |
| 7D | +0.9% | +0.6% | +0.3% | +0.6% |
| 30D | -6.7% | -7.3% | +0.6% | -4.4% |
| 3M | -16.3% | -14.2% | -2.2% | -12.5% |
| 6M | -37.1% | -25.1% | -12.0% | -31.8% |
| YTD | -25.0% | -21.2% | -3.8% | -21.7% |
| 1Y | +8.6% | -14.2% | +22.7% | +9.5% |
| 3Y | +57.2% | +63.5% | -6.3% | +13.9% |
| 5Y | -13.0% | +49.6% | -62.6% | -34.8% |
| 10Y | +65.5% | +129.4% | -63.8% | +2.0% |
| All | +21.5% | +3,527.3% | -3,505.8% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling