+249.6%
ALAB vs CHRW
+84.0%
+165.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.9% | +10.8% | +13.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.4% |
| 30D | -36.6% | -9.4% | -27.3% | -35.7% |
| 3M | -35.1% | -13.3% | -21.8% | -34.1% |
| 6M | +8.5% | -24.2% | +32.7% | +12.5% |
| YTD | +30.4% | -18.9% | +49.2% | +32.6% |
| 1Y | +31.0% | -12.4% | +43.4% | +31.1% |
| All | +249.6% | +84.0% | +165.6% | +221.9% |
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 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