-8.0%
APO vs CMS
-0.8%
-7.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.6% |
| 7D | +0.8% | -0.5% | +1.3% | +0.7% |
| 30D | +1.0% | +7.2% | -6.1% | +2.9% |
| 3M | -8.4% | -1.3% | -7.1% | -9.2% |
| 6M | -9.1% | -4.3% | -4.8% | -11.4% |
| YTD | -18.3% | +2.1% | -20.4% | -20.0% |
| 1Y | -8.0% | -0.6% | -7.4% | -9.5% |
| All | -8.0% | -0.8% | -7.2% | -9.5% |
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