+10,849.1%
APH vs CHRW
+4,173.0%
+6,676.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.9% | -46.9% | -47.5% |
| 7D | -48.7% | -1.9% | -46.8% | -48.2% |
| 30D | -51.9% | -3.5% | -48.5% | -51.3% |
| 3M | -43.6% | -19.4% | -24.2% | -39.7% |
| 6M | -37.5% | -21.4% | -16.2% | -33.2% |
| YTD | -38.6% | -7.1% | -31.5% | -38.8% |
| 1Y | -26.3% | +17.8% | -44.2% | -33.2% |
| 3Y | +89.2% | +78.8% | +10.4% | +41.9% |
| 5Y | +119.8% | +83.5% | +36.3% | +59.7% |
| 10Y | +454.3% | +160.2% | +294.0% | +241.9% |
| All | +10,849.1% | +4,173.0% | +6,676.1% | +2,973.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling