+86.8%
CHRW vs AFRM
-23.1%
+109.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.3% |
| 7D | -1.4% | -7.0% | +5.6% | -0.9% |
| 30D | -3.5% | -7.8% | +4.3% | -2.9% |
| 3M | -19.4% | +5.3% | -24.7% | -20.0% |
| 6M | -21.4% | +42.6% | -64.0% | -24.1% |
| YTD | -7.1% | -2.8% | -4.3% | -7.8% |
| 1Y | +17.8% | -19.3% | +37.1% | +18.1% |
| 3Y | +78.8% | +231.0% | -152.2% | +54.4% |
| All | +86.8% | -23.1% | +109.9% | +61.2% |
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