-5.1%
APO vs CPB
-20.9%
+15.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.2% | +5.8% | +4.8% |
| 7D | +2.3% | +3.3% | -1.0% | +2.0% |
| 30D | +3.0% | +19.0% | -16.0% | +2.4% |
| 3M | -3.7% | +0.4% | -4.1% | -4.1% |
| 6M | -7.5% | +13.0% | -20.5% | -8.1% |
| YTD | -14.5% | -12.7% | -1.8% | -15.1% |
| All | -5.1% | -20.9% | +15.8% | -6.7% |
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