+190.7%
APD vs CPB
-40.1%
+230.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.4% |
| 30D | +11.0% | +16.9% | -5.9% | +7.6% |
| 3M | +2.6% | -0.6% | +3.1% | +2.4% |
| 6M | +4.8% | +11.4% | -6.5% | +2.0% |
| YTD | +31.0% | -14.8% | +45.8% | +34.1% |
| 1Y | +23.4% | -24.8% | +48.2% | +29.7% |
| 3Y | +28.4% | -36.6% | +65.0% | +38.9% |
| 5Y | +15.2% | -33.3% | +48.5% | +22.5% |
| 10Y | +190.7% | -40.4% | +231.1% | +217.4% |
| All | +190.7% | -40.1% | +230.8% | +217.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling