+446.2%
APP vs CHRW
+46.7%
+399.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -4.1% | +35.2% | +32.4% |
| 7D | +39.7% | +0.7% | +39.0% | +38.9% |
| 30D | +27.7% | -5.0% | +32.7% | +29.2% |
| 3M | -14.8% | -16.1% | +1.3% | -10.4% |
| 6M | -25.5% | -22.6% | -2.9% | -21.1% |
| YTD | -47.2% | -19.3% | -27.9% | -44.5% |
| 1Y | -42.3% | -14.9% | -27.4% | -40.5% |
| 3Y | +806.8% | +68.0% | +738.8% | +597.0% |
| 5Y | +261.6% | +53.2% | +208.5% | +194.6% |
| All | +446.2% | +46.7% | +399.5% | +343.2% |
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