+1,363.6%
AAPL vs CHRW
+127.5%
+1,236.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.0% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +4.3% | -4.3% | +8.6% | +5.2% |
| 3M | +16.6% | -7.4% | +24.1% | +18.1% |
| 6M | +21.6% | -20.7% | +42.3% | +26.7% |
| YTD | +31.2% | -15.9% | +47.0% | +32.4% |
| 1Y | +29.6% | -9.9% | +39.4% | +27.7% |
| 3Y | +93.1% | +79.0% | +14.2% | +44.8% |
| 5Y | +146.2% | +61.3% | +84.9% | +87.9% |
| All | +1,363.6% | +127.5% | +1,236.1% | +891.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling