+53.4%
CHRW vs AFRM
-25.2%
+78.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +0.2% | -7.5% | +7.8% | +0.8% |
| 30D | -9.4% | -15.7% | +6.3% | -8.4% |
| 3M | -13.3% | -9.6% | -3.7% | -12.9% |
| 6M | -24.2% | +6.3% | -30.4% | -24.9% |
| YTD | -18.9% | -8.6% | -10.3% | -19.2% |
| 1Y | -12.4% | -7.6% | -4.8% | -12.9% |
| 3Y | +72.2% | +173.7% | -101.4% | +53.8% |
| 5Y | +53.4% | -56.9% | +110.3% | +35.9% |
| All | +53.4% | -25.2% | +78.6% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling