+500.0%
APP vs CHRW
+43.3%
+456.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +10.6% |
| 7D | +71.2% | +0.6% | +70.6% | +70.0% |
| 30D | +39.1% | -7.3% | +46.4% | +41.7% |
| 3M | +16.5% | -14.2% | +30.7% | +20.9% |
| 6M | -16.6% | -25.1% | +8.5% | -10.7% |
| YTD | -41.9% | -21.2% | -20.8% | -38.6% |
| 1Y | -37.0% | -14.2% | -22.9% | -35.3% |
| 3Y | +892.4% | +63.5% | +828.9% | +669.4% |
| 5Y | +297.3% | +49.6% | +247.7% | +225.8% |
| All | +500.0% | +43.3% | +456.7% | +390.2% |
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