+4,100.0%
CMG vs APH
+6,070.9%
-1,970.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | -2.8% | +5.0% | -7.8% | -5.1% |
| 30D | +7.1% | -3.9% | +11.0% | +8.7% |
| 3M | +31.2% | +13.0% | +18.2% | +21.9% |
| 6M | +0.7% | +25.2% | -24.5% | -11.8% |
| YTD | -0.1% | +22.9% | -23.0% | -13.8% |
| 1Y | -10.7% | +47.8% | -58.6% | -30.7% |
| 3Y | -4.7% | +283.0% | -287.7% | -56.5% |
| 5Y | -3.8% | +349.7% | -353.4% | -59.6% |
| 10Y | +352.5% | +1,061.2% | -708.7% | +14.7% |
| All | +4,100.0% | +6,070.9% | -1,970.9% | +330.1% |
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