+4,100.0%
CMG vs APD
+773.9%
+3,326.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.7% | -1.2% |
| 7D | -2.8% | -2.2% | -0.6% | -1.8% |
| 30D | +7.1% | +2.1% | +5.0% | +6.1% |
| 3M | +31.2% | +7.2% | +24.0% | +26.8% |
| 6M | +0.7% | +11.2% | -10.6% | -4.8% |
| YTD | -0.1% | +24.4% | -24.5% | -10.5% |
| 1Y | -10.7% | +6.7% | -17.4% | -14.7% |
| 3Y | -4.7% | +9.2% | -13.9% | -13.2% |
| 5Y | -3.8% | +27.4% | -31.1% | -20.3% |
| 10Y | +352.5% | +164.8% | +187.7% | +137.6% |
| All | +4,100.0% | +773.9% | +3,326.1% | +818.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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