+1,432.7%
ABT vs CHRW
+3,789.5%
-2,356.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.3% | -2.0% |
| 7D | -5.6% | +4.7% | -10.3% | -6.4% |
| 30D | +5.2% | -2.6% | +7.8% | +5.5% |
| 3M | -2.7% | -8.0% | +5.3% | -1.8% |
| 6M | +28.8% | -19.0% | +47.8% | +32.3% |
| YTD | -12.3% | -15.5% | +3.2% | -11.4% |
| 1Y | -14.7% | -10.8% | -3.9% | -14.7% |
| 3Y | +21.6% | +79.8% | -58.2% | +2.8% |
| 5Y | -7.8% | +59.3% | -67.0% | -21.2% |
| 10Y | +222.5% | +129.6% | +92.9% | +150.5% |
| All | +1,432.7% | +3,789.5% | -2,356.8% | +554.9% |
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