+132.1%
APO vs CMI
+163.4%
-31.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.5% | -1.8% |
| 7D | -4.9% | +0.8% | -5.7% | -5.4% |
| 30D | -8.4% | -12.8% | +4.3% | -0.7% |
| 3M | -2.1% | -12.4% | +10.4% | +4.9% |
| 6M | +19.2% | -0.9% | +20.1% | +14.6% |
| YTD | -10.5% | +8.9% | -19.4% | -20.6% |
| 1Y | -2.7% | +37.7% | -40.4% | -28.5% |
| 3Y | +52.5% | +148.9% | -96.4% | -29.0% |
| 5Y | +132.1% | +164.4% | -32.3% | -3.6% |
| All | +132.1% | +163.4% | -31.4% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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