+1,804.4%
APO vs CHRW
+186.3%
+1,618.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.0% |
| 7D | -1.0% | -1.4% | +0.4% | -0.5% |
| 30D | +3.5% | -3.5% | +6.9% | +4.6% |
| 3M | +4.5% | -19.4% | +23.9% | +11.0% |
| 6M | +22.8% | -21.4% | +44.2% | +30.6% |
| YTD | -6.5% | -7.1% | +0.6% | -7.5% |
| 1Y | +0.8% | +17.8% | -17.0% | -10.0% |
| 3Y | +62.0% | +78.8% | -16.8% | +18.5% |
| 5Y | +138.2% | +83.5% | +54.7% | +68.1% |
| 10Y | +940.3% | +160.2% | +780.0% | +507.0% |
| All | +1,804.4% | +186.3% | +1,618.1% | +950.6% |
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