+1,438.7%
ABT vs CHRW
+4,173.0%
-2,734.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -3.7% | -1.4% | -2.3% | -3.4% |
| 30D | +2.5% | -3.5% | +5.9% | +3.0% |
| 3M | +20.2% | -19.4% | +39.6% | +24.3% |
| 6M | -2.9% | -21.4% | +18.4% | +0.6% |
| YTD | -11.9% | -7.1% | -4.8% | -12.1% |
| 1Y | -16.5% | +17.8% | -34.4% | -21.0% |
| 3Y | +12.1% | +78.8% | -66.7% | -4.4% |
| 5Y | -7.4% | +83.5% | -90.9% | -22.6% |
| 10Y | +210.7% | +160.2% | +50.5% | +136.9% |
| All | +1,438.7% | +4,173.0% | -2,734.3% | +549.4% |
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