+520.8%
APP vs CHRW
+52.9%
+467.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.1% |
| 7D | +48.9% | -0.1% | +49.0% | +48.4% |
| 30D | +49.4% | -4.3% | +53.7% | +50.9% |
| 3M | +27.0% | -7.4% | +34.4% | +28.4% |
| 6M | -15.4% | -20.7% | +5.3% | -11.0% |
| YTD | -39.9% | -15.9% | -24.1% | -37.7% |
| 1Y | -32.0% | -9.9% | -22.1% | -31.2% |
| 3Y | +824.3% | +79.0% | +745.4% | +593.6% |
| 5Y | +252.4% | +61.3% | +191.1% | +182.5% |
| All | +520.8% | +52.9% | +467.9% | +396.7% |
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