+10.9%
CMG vs APO
-5.6%
+16.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +8.1% | -2.3% | +4.2% |
| 7D | +22.5% | +8.2% | +14.3% | +20.6% |
| 30D | +14.1% | +6.4% | +7.7% | +12.5% |
| 3M | +4.1% | -7.4% | +11.5% | +4.8% |
| 6M | +10.1% | -4.2% | +14.2% | +9.7% |
| YTD | -4.9% | -14.1% | +9.3% | -1.4% |
| 1Y | +10.9% | -4.4% | +15.3% | +8.2% |
| All | +10.9% | -5.6% | +16.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 APO 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