+121.5%
APD vs CLBK
+67.9%
+53.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | +2.1% | +9.1% | -7.0% | -0.5% |
| 3M | +7.2% | +27.7% | -20.5% | -0.2% |
| 6M | +11.2% | +40.8% | -29.6% | +0.5% |
| YTD | +24.4% | +66.4% | -42.0% | +6.6% |
| 1Y | +6.7% | +72.4% | -65.7% | -10.0% |
| 3Y | +9.2% | +50.7% | -41.4% | -6.6% |
| 5Y | +27.4% | +42.9% | -15.6% | +3.7% |
| All | +121.5% | +67.9% | +53.6% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling