-5.9%
ABT vs CHRW
-10.6%
+4.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.3% | +5.6% |
| 7D | +12.5% | +4.9% | +7.6% | +12.3% |
| 30D | +16.1% | -4.8% | +20.9% | +16.2% |
| 3M | +10.2% | -13.1% | +23.3% | +10.6% |
| 6M | +33.7% | -16.3% | +50.1% | +33.6% |
| YTD | -5.5% | -15.8% | +10.3% | -7.6% |
| 1Y | -5.9% | -11.1% | +5.2% | -9.8% |
| All | -5.9% | -10.6% | +4.7% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling