+67.0%
APO vs CPB
-31.3%
+98.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | -0.4% |
| 7D | +0.8% | +8.0% | -7.2% | +0.8% |
| 30D | +1.0% | +22.4% | -21.3% | +1.2% |
| 3M | -8.4% | +2.5% | -10.9% | -8.5% |
| 6M | -9.1% | +12.2% | -21.3% | -9.0% |
| YTD | -18.3% | -12.8% | -5.5% | -18.7% |
| 1Y | -8.0% | -19.2% | +11.2% | -8.6% |
| 3Y | +47.1% | -35.6% | +82.6% | +43.2% |
| All | +67.0% | -31.3% | +98.3% | +65.6% |
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