+85.5%
CHRW vs AVTR
-64.3%
+149.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -1.4% | +2.7% | -4.1% | -1.8% |
| 30D | -3.5% | +12.1% | -15.5% | -5.1% |
| 3M | -19.4% | +57.2% | -76.6% | -24.6% |
| 6M | -21.4% | +73.1% | -94.4% | -27.7% |
| YTD | -7.1% | +30.6% | -37.8% | -11.3% |
| 1Y | +17.8% | +13.5% | +4.3% | +13.3% |
| 3Y | +78.8% | -31.0% | +109.8% | +80.3% |
| All | +85.5% | -64.3% | +149.8% | +92.5% |
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