+528.8%
APP vs CHRW
+47.5%
+481.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.9% | +1.9% | +3.8% |
| 7D | +79.2% | +0.2% | +78.9% | +78.3% |
| 30D | +48.0% | -9.4% | +57.4% | +52.2% |
| 3M | +18.2% | -13.3% | +31.5% | +22.3% |
| 6M | -12.5% | -24.2% | +11.7% | -6.6% |
| YTD | -39.2% | -18.9% | -20.3% | -36.2% |
| 1Y | -33.9% | -12.4% | -21.5% | -32.5% |
| 3Y | +933.3% | +72.2% | +861.0% | +685.2% |
| 5Y | +295.9% | +53.4% | +242.5% | +221.9% |
| All | +528.8% | +47.5% | +481.4% | +409.1% |
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