+20,299.7%
APH vs CHRW
+3,613.5%
+16,686.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.2% | -7.9% |
| 7D | -12.7% | +0.7% | -13.4% | -12.8% |
| 30D | -19.2% | -5.0% | -14.2% | -18.1% |
| 3M | -16.7% | -16.1% | -0.6% | -12.6% |
| 6M | +5.1% | -22.6% | +27.8% | +11.9% |
| YTD | +6.6% | -19.3% | +25.8% | +10.1% |
| 1Y | +3.9% | -14.9% | +18.8% | +5.3% |
| 3Y | +246.0% | +68.0% | +178.0% | +161.2% |
| 5Y | +268.0% | +53.2% | +214.8% | +181.3% |
| 10Y | +868.2% | +134.8% | +733.4% | +510.0% |
| All | +20,299.7% | +3,613.5% | +16,686.2% | +5,826.9% |
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 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