+12.4%
CMG vs APH
+11.6%
+0.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +2.5% | +4.9% | -2.4% | +2.2% |
| 30D | +15.6% | -5.4% | +21.0% | +15.8% |
| 3M | +8.2% | -5.5% | +13.6% | +8.2% |
| 6M | +9.9% | +25.9% | -16.0% | +5.3% |
| YTD | -4.6% | +16.4% | -21.0% | -6.5% |
| 1Y | +12.4% | +16.5% | -4.1% | +10.5% |
| All | +12.4% | +11.6% | +0.8% | +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 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