-42.7%
ACHR vs CHRW
+82.8%
-125.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.3% |
| 30D | +9.8% | -3.5% | +13.3% | +10.9% |
| 3M | -10.5% | -19.4% | +8.9% | -5.7% |
| 6M | -15.5% | -21.4% | +5.8% | -10.6% |
| YTD | -24.1% | -7.1% | -16.9% | -25.5% |
| 1Y | -32.4% | +17.8% | -50.2% | -40.3% |
| 3Y | -11.6% | +78.8% | -90.4% | -37.5% |
| 5Y | -42.9% | +83.5% | -126.4% | -59.2% |
| All | -42.7% | +82.8% | -125.5% | -59.3% |
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