+35.1%
APD vs CLBK
+65.7%
-30.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +3.8% | +4.6% | -0.8% | +3.7% |
| 30D | +14.1% | -1.5% | +15.6% | +14.1% |
| 3M | +8.2% | +4.4% | +3.8% | +8.1% |
| 6M | +7.5% | +31.7% | -24.1% | +7.2% |
| YTD | +31.7% | +58.7% | -27.1% | +30.0% |
| 1Y | +35.1% | +64.9% | -29.8% | +34.7% |
| All | +35.1% | +65.7% | -30.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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