+1,041.3%
APH vs CHRW
+168.2%
+873.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | +0.2% | +1.9% | -1.7% | -0.3% |
| 30D | -3.3% | +0.9% | -4.3% | -3.7% |
| 3M | +14.0% | -19.9% | +33.9% | +20.2% |
| 6M | +24.4% | -15.8% | +40.2% | +28.6% |
| YTD | +21.4% | -5.6% | +27.0% | +20.1% |
| 1Y | +48.9% | +21.0% | +27.9% | +35.1% |
| 3Y | +290.1% | +86.0% | +204.1% | +196.0% |
| 5Y | +352.8% | +88.6% | +264.2% | +232.2% |
| 10Y | +1,041.3% | +169.3% | +872.0% | +625.9% |
| All | +1,041.3% | +168.2% | +873.1% | +625.9% |
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