+282.2%
APH vs CHRW
+49.0%
+233.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.5% |
| 7D | -5.9% | +0.6% | -6.5% | -5.9% |
| 30D | -14.8% | -7.3% | -7.5% | -13.9% |
| 3M | -12.4% | -14.2% | +1.8% | -10.6% |
| 6M | +8.1% | -25.1% | +33.1% | +12.5% |
| YTD | +10.9% | -21.2% | +32.1% | +13.1% |
| 1Y | +8.8% | -14.2% | +22.9% | +8.8% |
| 3Y | +262.1% | +63.5% | +198.6% | +200.3% |
| All | +282.2% | +49.0% | +233.2% | +222.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling