-26.3%
APH vs CHRW
+16.7%
-43.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.4% | -47.6% |
| 7D | -48.7% | -2.3% | -46.4% | -48.5% |
| 30D | -51.9% | -3.9% | -48.1% | -51.7% |
| 3M | -43.6% | -19.7% | -23.8% | -42.3% |
| 6M | -37.5% | -21.7% | -15.8% | -36.2% |
| YTD | -38.6% | -7.5% | -31.1% | -38.3% |
| 1Y | -26.3% | +17.3% | -43.6% | -25.6% |
| All | -26.3% | +16.7% | -43.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling