-11.1%
CHRW vs APTV
-46.4%
+35.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.4% | +0.1% |
| 7D | +4.9% | -1.9% | +6.8% | +4.9% |
| 30D | -4.8% | -1.4% | -3.4% | -4.8% |
| 3M | -13.1% | -9.3% | -3.8% | -12.9% |
| 6M | -16.3% | -27.3% | +11.0% | -15.3% |
| YTD | -15.8% | -43.1% | +27.3% | -9.6% |
| 1Y | -11.1% | -46.5% | +35.4% | -2.9% |
| All | -11.1% | -46.4% | +35.2% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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