+10.9%
CMG vs APH
+16.5%
-5.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.2% | +12.0% | +6.2% |
| 7D | +22.5% | -2.4% | +24.9% | +22.6% |
| 30D | +14.1% | -9.5% | +23.6% | +14.7% |
| 3M | +4.1% | -7.6% | +11.7% | +4.4% |
| 6M | +10.1% | +12.4% | -2.3% | +7.4% |
| YTD | -4.9% | +17.5% | -22.4% | -6.7% |
| 1Y | +10.9% | +16.4% | -5.5% | +8.4% |
| All | +10.9% | +16.5% | -5.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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