+270.9%
APH vs CPB
-35.1%
+305.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -0.9% |
| 7D | +4.9% | -1.6% | +6.4% | +4.5% |
| 30D | -5.4% | +19.2% | -24.6% | -0.8% |
| 3M | -5.5% | -0.9% | -4.5% | -4.3% |
| 6M | +25.9% | +15.2% | +10.7% | +31.3% |
| YTD | +16.4% | -13.1% | +29.4% | +15.9% |
| 1Y | +16.5% | -22.4% | +38.9% | +13.9% |
| 3Y | +270.9% | -35.3% | +306.2% | +237.9% |
| All | +270.9% | -35.1% | +305.9% | +237.9% |
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