-4.4%
APO vs CPB
-18.4%
+14.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.9% | +2.2% | +7.6% |
| 7D | +8.2% | +13.0% | -4.8% | +7.4% |
| 30D | +6.4% | +20.5% | -14.1% | +5.5% |
| 3M | -7.4% | +2.2% | -9.6% | -8.0% |
| 6M | -4.2% | +15.4% | -19.6% | -5.4% |
| YTD | -14.1% | -12.3% | -1.8% | -14.3% |
| 1Y | -4.4% | -18.0% | +13.6% | -5.0% |
| All | -4.4% | -18.4% | +14.1% | -5.0% |
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 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