+2.1%
CMG vs APO
+23.9%
-21.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -6.5% | -1.0% | -5.5% | -6.5% |
| 30D | +12.1% | -0.4% | +12.5% | +12.0% |
| 3M | +20.6% | -0.9% | +21.5% | +21.4% |
| 6M | +2.1% | +22.1% | -20.0% | -2.5% |
| All | +2.1% | +23.9% | -21.8% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling