+137.9%
APO vs CMS
+23.4%
+114.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +3.5% | -3.6% | +7.1% | +4.0% |
| 3M | +4.5% | -1.9% | +6.5% | +4.5% |
| 6M | +22.8% | -11.0% | +33.8% | +24.6% |
| YTD | -6.5% | +0.2% | -6.7% | -7.5% |
| 1Y | +0.8% | -1.3% | +2.1% | +0.1% |
| 3Y | +62.0% | +35.9% | +26.0% | +46.0% |
| All | +137.9% | +23.4% | +114.5% | +108.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling