+101.8%
APA vs CMS
-2.7%
+104.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.7% |
| 7D | +8.5% | +1.7% | +6.8% | +8.6% |
| 30D | +2.8% | +6.2% | -3.4% | +2.8% |
| 3M | +21.7% | +0.6% | +21.1% | +21.5% |
| 6M | +32.6% | -1.8% | +34.4% | +33.5% |
| YTD | +103.7% | +3.8% | +99.9% | +96.2% |
| 1Y | +101.8% | -1.8% | +103.6% | +96.0% |
| All | +101.8% | -2.7% | +104.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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