+268.0%
APH vs CPB
-31.1%
+299.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.7% | -10.1% | -9.2% |
| 7D | -12.7% | +11.6% | -24.3% | -11.3% |
| 30D | -19.2% | +23.3% | -42.5% | -16.6% |
| 3M | -16.7% | +1.6% | -18.3% | -15.7% |
| 6M | +5.1% | +13.9% | -8.8% | +7.5% |
| YTD | +6.6% | -11.7% | +18.2% | +7.3% |
| 1Y | +3.9% | -18.2% | +22.1% | +4.3% |
| 3Y | +246.0% | -35.2% | +281.2% | +238.9% |
| 5Y | +268.0% | -30.5% | +298.5% | +250.9% |
| All | +268.0% | -31.1% | +299.1% | +250.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling