-2.5%
APO vs CPB
-22.0%
+19.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.5% |
| 7D | +5.8% | -1.6% | +7.3% | +5.9% |
| 30D | +8.9% | +19.2% | -10.3% | +8.3% |
| 3M | -13.6% | -0.9% | -12.7% | -13.9% |
| 6M | -5.4% | +15.2% | -20.6% | -6.2% |
| YTD | -13.6% | -13.1% | -0.6% | -14.4% |
| 1Y | -2.5% | -22.4% | +19.9% | -5.4% |
| All | -2.5% | -22.0% | +19.5% | -5.4% |
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