+112.8%
CHRW vs AHR
+365.8%
-253.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +2.9% | +1.4% |
| 7D | -1.4% | -1.5% | +0.1% | -1.2% |
| 30D | -3.5% | -1.4% | -2.1% | -3.3% |
| 3M | -19.4% | +18.6% | -38.0% | -21.2% |
| 6M | -21.4% | +6.6% | -27.9% | -22.0% |
| YTD | -7.1% | +17.5% | -24.6% | -9.2% |
| 1Y | +17.8% | +30.9% | -13.0% | +13.2% |
| All | +112.8% | +365.8% | -253.0% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 all: compounded portfolio wealth divided by compounded AHR 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…
all analysis · Full analysis span regression · 6 months rolling