+3,812.5%
CMG vs APH
+5,469.0%
-1,656.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.9% | -4.6% |
| 7D | +8.0% | -5.9% | +13.9% | +10.1% |
| 30D | +11.9% | -14.8% | +26.7% | +18.7% |
| 3M | +2.1% | -12.4% | +14.6% | +6.2% |
| 6M | +5.2% | +8.1% | -2.9% | -2.8% |
| YTD | -6.9% | +10.9% | -17.9% | -17.3% |
| 1Y | +12.7% | +8.8% | +3.9% | +0.3% |
| 3Y | -16.8% | +262.1% | -278.9% | -61.8% |
| 5Y | -4.1% | +283.1% | -287.2% | -57.3% |
| 10Y | +364.7% | +908.1% | -543.4% | +23.7% |
| All | +3,812.5% | +5,469.0% | -1,656.5% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling