+61,451.9%
APH vs CPB
+202.9%
+61,249.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -9.7% | -38.1% | -46.3% |
| 7D | -48.7% | -8.2% | -40.5% | -47.3% |
| 30D | -51.9% | -7.2% | -44.7% | -50.8% |
| 3M | -43.6% | +0.9% | -44.4% | -43.0% |
| 6M | -37.5% | -11.8% | -25.7% | -35.9% |
| YTD | -38.6% | -19.4% | -19.2% | -36.3% |
| 1Y | -26.3% | -30.4% | +4.0% | -22.0% |
| 3Y | +89.2% | -40.2% | +129.4% | +101.7% |
| 5Y | +119.8% | -39.5% | +159.3% | +132.1% |
| 10Y | +454.3% | -47.4% | +501.6% | +483.7% |
| All | +61,451.9% | +202.9% | +61,249.1% | +51,551.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling