+137.0%
APO vs CHRW
+90.3%
+46.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +3.9% | +0.9% | +2.9% | +3.6% |
| 3M | +3.8% | -19.9% | +23.6% | +8.4% |
| 6M | +22.3% | -15.8% | +38.1% | +25.4% |
| YTD | -7.8% | -5.6% | -2.2% | -9.2% |
| 1Y | -0.3% | +21.0% | -21.4% | -9.5% |
| 3Y | +57.1% | +86.0% | -28.9% | +22.3% |
| 5Y | +137.0% | +88.6% | +48.3% | +76.8% |
| All | +137.0% | +90.3% | +46.7% | +76.8% |
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