+72.6%
CHRW vs AFRM
+167.0%
-94.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | -3.4% | -8.4% | +5.0% | -2.7% |
| 30D | -9.4% | -18.3% | +8.9% | -8.0% |
| 3M | -12.6% | -12.7% | +0.1% | -11.9% |
| 6M | -24.2% | +3.0% | -27.2% | -25.0% |
| YTD | -18.9% | -11.4% | -7.5% | -19.4% |
| 1Y | -13.7% | -13.3% | -0.4% | -14.2% |
| 3Y | +72.6% | +194.0% | -121.4% | +46.5% |
| All | +72.6% | +167.0% | -94.4% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling