+207.4%
ALAB vs CHRW
+78.8%
+128.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.6% | +6.6% |
| 7D | -26.3% | +0.6% | -26.9% | -26.2% |
| 30D | -50.1% | -7.3% | -42.8% | -49.6% |
| 3M | -42.5% | -14.2% | -28.3% | -41.6% |
| 6M | -10.8% | -25.1% | +14.2% | -7.7% |
| YTD | +14.6% | -21.2% | +35.8% | +17.1% |
| 1Y | +17.1% | -14.2% | +31.3% | +17.4% |
| All | +207.4% | +78.8% | +128.7% | +184.3% |
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