+17.3%
CHRW vs AFRM
-15.0%
+32.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.9% |
| 7D | -1.8% | -7.0% | +5.1% | -1.2% |
| 30D | -3.9% | -7.8% | +3.9% | -3.2% |
| 3M | -19.7% | +5.3% | -25.1% | -20.7% |
| 6M | -21.7% | +42.6% | -64.4% | -26.5% |
| YTD | -7.5% | -2.8% | -4.7% | -11.5% |
| 1Y | +17.3% | -19.3% | +36.6% | +12.5% |
| All | +17.3% | -15.0% | +32.3% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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