+955.2%
APH vs CHRW
+126.6%
+828.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | -3.4% | -1.7% | -4.1% |
| 30D | -8.4% | -9.4% | +1.0% | -6.2% |
| 3M | -4.5% | -12.6% | +8.1% | -1.9% |
| 6M | +25.3% | -24.2% | +49.4% | +32.4% |
| YTD | +18.9% | -18.9% | +37.8% | +21.5% |
| 1Y | +11.9% | -13.7% | +25.6% | +12.2% |
| 3Y | +278.0% | +72.6% | +205.4% | +187.6% |
| 5Y | +306.4% | +55.6% | +250.9% | +213.8% |
| 10Y | +955.2% | +122.7% | +832.4% | +604.7% |
| All | +955.2% | +126.6% | +828.6% | +604.7% |
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