+48.3%
APO vs CMS
+37.0%
+11.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +3.5% | -1.3% | +4.7% | +3.5% |
| 30D | +4.4% | +5.3% | -0.9% | +4.7% |
| 3M | -12.1% | -0.3% | -11.7% | -12.2% |
| 6M | -7.2% | -4.0% | -3.2% | -7.8% |
| YTD | -15.1% | +2.1% | -17.3% | -15.9% |
| 1Y | -7.7% | -4.7% | -2.9% | -8.2% |
| All | +48.3% | +37.0% | +11.3% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling