+1,804.4%
APO vs CMS
+476.6%
+1,327.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | +3.5% | -3.6% | +7.1% | +4.8% |
| 3M | +4.5% | -1.9% | +6.5% | +4.8% |
| 6M | +22.8% | -11.0% | +33.8% | +27.6% |
| YTD | -6.5% | +0.2% | -6.7% | -7.7% |
| 1Y | +0.8% | -1.3% | +2.1% | 0.0% |
| 3Y | +62.0% | +35.9% | +26.0% | +37.1% |
| 5Y | +138.2% | +23.1% | +115.2% | +107.5% |
| 10Y | +940.3% | +117.9% | +822.4% | +612.5% |
| All | +1,804.4% | +476.6% | +1,327.8% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling