-6.0%
CMG vs APH
+289.3%
-295.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.8% | +5.0% | -7.8% | -3.7% |
| 30D | +7.1% | -3.9% | +11.0% | +7.8% |
| 3M | +31.2% | +13.0% | +18.2% | +27.1% |
| 6M | +0.7% | +25.2% | -24.5% | -4.7% |
| YTD | -0.1% | +22.9% | -23.0% | -6.3% |
| 1Y | -10.7% | +47.8% | -58.6% | -21.1% |
| All | -6.0% | +289.3% | -295.3% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling