-51.3%
ACHR vs CHRW
+65.6%
-116.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.1% |
| 7D | +18.0% | -0.1% | +18.0% | +18.0% |
| 30D | +3.6% | -4.3% | +7.9% | +4.6% |
| 3M | -28.4% | -7.4% | -21.0% | -27.2% |
| 6M | -25.7% | -20.7% | -5.0% | -22.4% |
| YTD | -35.4% | -15.9% | -19.5% | -35.1% |
| 1Y | -45.6% | -9.9% | -35.7% | -46.9% |
| 3Y | -2.2% | +79.0% | -81.2% | -32.8% |
| 5Y | -20.3% | +61.3% | -81.7% | -41.3% |
| All | -51.3% | +65.6% | -116.8% | -64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling