+17.0%
CMG vs APH
+10.9%
+6.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.1% |
| 7D | +4.1% | +0.4% | +3.7% | +4.0% |
| 30D | +20.5% | -8.0% | +28.5% | +21.0% |
| 3M | +14.5% | -5.0% | +19.5% | +14.5% |
| 6M | +14.8% | +29.9% | -15.1% | +9.7% |
| YTD | -1.0% | +18.0% | -18.9% | -3.1% |
| All | +17.0% | +10.9% | +6.0% | +14.9% |
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