+60.0%
CHRW vs AFRM
-28.4%
+88.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | +7.3% | -4.4% | +11.7% | +7.6% |
| 30D | -3.6% | -7.7% | +4.1% | -3.1% |
| 3M | -9.6% | -16.9% | +7.3% | -8.6% |
| 6M | -17.0% | +2.5% | -19.5% | -17.7% |
| YTD | -15.4% | -12.5% | -2.9% | -15.5% |
| 1Y | -10.0% | -11.0% | +1.0% | -10.3% |
| 3Y | +82.2% | +184.6% | -102.4% | +62.3% |
| 5Y | +59.4% | -56.3% | +115.7% | +41.4% |
| All | +60.0% | -28.4% | +88.3% | +38.9% |
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