-6.8%
CMG vs APH
+48.2%
-55.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | +12.7% | -3.3% | +16.1% | +13.0% |
| 3M | +26.3% | +14.0% | +12.2% | +24.2% |
| 6M | +4.5% | +24.4% | -19.9% | +1.9% |
| YTD | -0.1% | +21.4% | -21.5% | -1.7% |
| 1Y | -6.8% | +48.9% | -55.7% | -1.9% |
| All | -6.8% | +48.2% | -55.0% | -1.9% |
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