-37.0%
APP vs CHRW
-16.7%
-20.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +10.5% |
| 7D | +71.2% | +0.6% | +70.6% | +69.6% |
| 30D | +39.1% | -7.3% | +46.4% | +41.1% |
| 3M | +16.5% | -14.2% | +30.7% | +19.8% |
| 6M | -16.6% | -25.1% | +8.5% | -13.6% |
| YTD | -41.9% | -21.2% | -20.8% | -41.1% |
| 1Y | -37.0% | -14.2% | -22.9% | -41.0% |
| All | -37.0% | -16.7% | -20.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling