-10.7%
CMG vs APO
+1.9%
-12.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | +7.1% | +3.5% | +3.7% | +6.2% |
| 3M | +31.2% | +4.5% | +26.6% | +29.4% |
| 6M | +0.7% | +22.8% | -22.1% | -5.8% |
| YTD | -0.1% | -6.5% | +6.4% | +1.3% |
| 1Y | -10.7% | +0.8% | -11.6% | -14.3% |
| All | -10.7% | +1.9% | -12.6% | -14.3% |
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