-5.0%
CMG vs APO
+128.1%
-133.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.1% |
| 7D | -3.8% | -4.9% | +1.1% | -2.2% |
| 30D | +12.9% | -8.4% | +21.3% | +16.0% |
| 3M | +18.8% | -2.1% | +20.8% | +18.5% |
| 6M | +4.1% | +19.2% | -15.2% | -3.9% |
| YTD | -2.4% | -10.5% | +8.2% | -0.3% |
| 1Y | -6.7% | -2.7% | -4.0% | -8.0% |
| 3Y | -7.1% | +52.5% | -59.6% | -26.5% |
| 5Y | -5.0% | +132.1% | -137.0% | -40.0% |
| All | -5.0% | +128.1% | -133.1% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling