+895.2%
APO vs CMS
+127.7%
+767.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.1% | +4.5% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +3.0% | +7.1% | -4.1% | +0.5% |
| 3M | -3.7% | -1.3% | -2.4% | -3.3% |
| 6M | -7.5% | -2.7% | -4.8% | -7.0% |
| YTD | -14.5% | +2.6% | -17.1% | -16.4% |
| 1Y | -6.2% | -2.0% | -4.2% | -6.5% |
| 3Y | +51.9% | +39.6% | +12.3% | +27.0% |
| 5Y | +76.5% | +35.3% | +41.1% | +46.4% |
| 10Y | +895.2% | +132.3% | +762.9% | +712.0% |
| All | +895.2% | +127.7% | +767.5% | +712.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling