-4.4%
CMG vs APH
+280.5%
-284.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.9% | -3.9% |
| 7D | +8.0% | -5.9% | +13.9% | +9.4% |
| 30D | +11.9% | -14.8% | +26.7% | +16.6% |
| 3M | +2.1% | -12.4% | +14.6% | +5.0% |
| 6M | +5.2% | +8.1% | -2.9% | -1.1% |
| YTD | -6.9% | +10.9% | -17.9% | -15.6% |
| 1Y | +12.7% | +8.8% | +3.9% | +2.4% |
| 3Y | -16.8% | +262.1% | -278.9% | -66.3% |
| All | -4.4% | +280.5% | -284.9% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling