+948.3%
APH vs CHRW
+128.5%
+819.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +11.1% | +4.7% | +6.4% | +9.8% |
| 30D | -7.3% | -2.6% | -4.7% | -7.0% |
| 3M | -6.2% | -8.0% | +1.8% | -5.0% |
| 6M | +24.9% | -19.0% | +43.9% | +29.6% |
| YTD | +18.4% | -15.5% | +33.9% | +19.6% |
| 1Y | +13.0% | -10.8% | +23.8% | +12.3% |
| 3Y | +276.4% | +79.8% | +196.6% | +183.2% |
| 5Y | +296.4% | +59.3% | +237.1% | +204.9% |
| All | +948.3% | +128.5% | +819.8% | +594.6% |
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 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