-7.6%
CMG vs APO
+54.4%
-62.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -6.5% | -1.0% | -5.5% | -6.2% |
| 30D | +12.1% | -0.4% | +12.5% | +12.0% |
| 3M | +20.6% | -0.9% | +21.5% | +20.1% |
| 6M | +2.1% | +22.1% | -20.0% | -5.1% |
| YTD | -2.6% | -8.4% | +5.8% | -1.4% |
| 1Y | -8.7% | -0.9% | -7.7% | -10.1% |
| All | -7.6% | +54.4% | -62.0% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling