+325.9%
CMG vs APH
+926.5%
-600.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | +2.5% | +4.9% | -2.4% | +0.5% |
| 30D | +15.6% | -5.4% | +21.0% | +17.0% |
| 3M | +8.2% | -5.5% | +13.6% | +8.6% |
| 6M | +9.9% | +25.9% | -16.0% | -4.3% |
| YTD | -4.6% | +16.4% | -21.0% | -16.5% |
| 1Y | +12.4% | +16.5% | -4.1% | -2.2% |
| 3Y | -18.0% | +270.9% | -288.8% | -64.9% |
| 5Y | -5.3% | +289.5% | -294.8% | -61.3% |
| All | +325.9% | +926.5% | -600.6% | +10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling