+57.5%
CHRW vs AVTR
-58.9%
+116.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +7.3% | +0.5% | +6.8% | +7.2% |
| 30D | -3.6% | -1.0% | -2.6% | -3.4% |
| 3M | -9.6% | +12.2% | -21.8% | -11.2% |
| 6M | -17.0% | +97.5% | -114.5% | -25.2% |
| YTD | -15.4% | +35.6% | -51.0% | -19.8% |
| 1Y | -10.0% | +32.8% | -42.8% | -14.5% |
| 3Y | +82.2% | -16.5% | +98.7% | +77.7% |
| All | +57.5% | -58.9% | +116.4% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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