-20.8%
ACHR vs CHRW
+53.7%
-74.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +14.0% | -3.4% | +17.4% | +15.3% |
| 30D | -5.0% | -9.4% | +4.3% | -2.4% |
| 3M | -24.8% | -12.6% | -12.1% | -22.1% |
| 6M | -27.3% | -24.2% | -3.2% | -23.0% |
| YTD | -37.4% | -18.9% | -18.5% | -36.5% |
| 1Y | -44.3% | -13.7% | -30.6% | -44.9% |
| 3Y | -5.2% | +72.6% | -77.8% | -36.2% |
| 5Y | -20.8% | +55.6% | -76.4% | -36.4% |
| All | -20.8% | +53.7% | -74.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling