+82.7%
APO vs CHRW
+53.7%
+29.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +8.1% | -3.4% | +11.5% | +9.0% |
| 30D | +3.4% | -9.4% | +12.8% | +5.5% |
| 3M | -6.6% | -12.6% | +6.0% | -4.4% |
| 6M | -7.1% | -24.2% | +17.1% | -2.8% |
| YTD | -14.1% | -18.9% | +4.7% | -13.0% |
| 1Y | -4.7% | -13.7% | +9.0% | -5.2% |
| 3Y | +51.3% | +72.6% | -21.3% | +18.9% |
| 5Y | +82.7% | +55.6% | +27.2% | +55.9% |
| All | +82.7% | +53.7% | +29.1% | +55.9% |
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 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