+857.2%
APO vs CMS
+125.4%
+731.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | +1.0% | +6.3% | -5.3% | -1.2% |
| 3M | -8.4% | -2.1% | -6.3% | -7.8% |
| 6M | -9.1% | -5.1% | -4.0% | -7.8% |
| YTD | -18.3% | +1.3% | -19.6% | -19.7% |
| 1Y | -8.0% | -1.4% | -6.6% | -8.7% |
| 3Y | +47.1% | +36.9% | +10.1% | +24.0% |
| 5Y | +67.2% | +32.5% | +34.6% | +40.0% |
| All | +857.2% | +125.4% | +731.8% | +671.0% |
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