+24.4%
ALAB vs CHRW
-12.5%
+36.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | -3.4% | -4.1% | -7.2% |
| 30D | -36.8% | -9.4% | -27.5% | -36.4% |
| 3M | -31.9% | -12.6% | -19.2% | -31.6% |
| 6M | +8.2% | -24.2% | +32.4% | +10.8% |
| YTD | +29.9% | -18.9% | +48.8% | +22.3% |
| 1Y | +24.4% | -13.7% | +38.1% | +15.3% |
| All | +24.4% | -12.5% | +36.9% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling