+8.8%
APH vs CPB
-19.1%
+27.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.3% | +5.4% | +3.7% |
| 7D | -5.9% | +8.0% | -13.9% | -3.2% |
| 30D | -14.8% | +22.4% | -37.2% | -8.4% |
| 3M | -12.4% | +2.5% | -15.0% | -10.0% |
| 6M | +8.1% | +12.2% | -4.2% | +13.3% |
| YTD | +10.9% | -12.8% | +23.8% | +10.1% |
| 1Y | +8.8% | -19.2% | +27.9% | +6.5% |
| All | +8.8% | -19.1% | +27.9% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling