+578.9%
CMG vs APO
+1,727.7%
-1,148.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +12.7% | +3.9% | +8.9% | +11.2% |
| 3M | +26.3% | +3.8% | +22.5% | +24.0% |
| 6M | +4.5% | +22.3% | -17.8% | -2.6% |
| YTD | -0.1% | -7.8% | +7.7% | +0.8% |
| 1Y | -6.8% | -0.3% | -6.5% | -8.4% |
| 3Y | -5.0% | +57.1% | -62.1% | -20.1% |
| 5Y | -3.0% | +137.0% | -140.0% | -29.1% |
| 10Y | +323.6% | +946.8% | -623.3% | +102.1% |
| All | +578.9% | +1,727.7% | -1,148.8% | +164.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling