+527.5%
APP vs CHRW
+53.7%
+473.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.1% | +3.9% | +3.9% |
| 7D | +4.6% | +7.3% | -2.7% | +2.2% |
| 30D | +56.0% | -3.6% | +59.6% | +57.2% |
| 3M | +30.8% | -9.6% | +40.4% | +33.5% |
| 6M | -9.8% | -17.0% | +7.2% | -6.9% |
| YTD | -39.3% | -15.4% | -23.9% | -37.2% |
| 1Y | -26.4% | -10.0% | -16.5% | -25.6% |
| 3Y | +887.9% | +82.2% | +805.8% | +635.5% |
| 5Y | +264.1% | +59.4% | +204.7% | +192.1% |
| All | +527.5% | +53.7% | +473.7% | +401.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling