+355.9%
APH vs CHRW
+83.1%
+272.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | +5.0% | -1.4% | +6.4% | +5.2% |
| 30D | -3.9% | -3.5% | -0.4% | -3.3% |
| 3M | +13.0% | -19.4% | +32.4% | +17.2% |
| 6M | +25.2% | -21.4% | +46.5% | +30.1% |
| YTD | +22.9% | -7.1% | +30.1% | +22.4% |
| 1Y | +47.8% | +17.8% | +30.0% | +38.8% |
| 3Y | +283.0% | +78.8% | +204.2% | +217.9% |
| All | +355.9% | +83.1% | +272.8% | +264.7% |
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 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