+61.3%
CHRW vs AFRM
-58.9%
+120.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.5% |
| 7D | -0.1% | -10.3% | +10.2% | +0.8% |
| 30D | -4.3% | -13.7% | +9.4% | -3.2% |
| 3M | -7.4% | -11.6% | +4.1% | -6.8% |
| 6M | -20.7% | +2.1% | -22.8% | -21.4% |
| YTD | -15.9% | -8.9% | -7.0% | -16.3% |
| 1Y | -9.9% | -9.7% | -0.2% | -10.4% |
| 3Y | +79.0% | +202.5% | -123.5% | +55.3% |
| 5Y | +61.3% | -55.3% | +116.6% | +37.3% |
| All | +61.3% | -58.9% | +120.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling