+12.4%
APD vs CPB
-36.0%
+48.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | -3.7% | +8.0% | -11.6% | -4.9% |
| 30D | +9.6% | +22.4% | -12.8% | +5.9% |
| 3M | +1.6% | +2.5% | -0.9% | +0.9% |
| 6M | +2.2% | +12.2% | -10.0% | -0.4% |
| YTD | +25.9% | -12.8% | +38.7% | +28.9% |
| 1Y | +20.1% | -19.2% | +39.3% | +25.3% |
| 3Y | +12.4% | -35.6% | +48.0% | +23.0% |
| All | +12.4% | -36.0% | +48.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling