+10.9%
CMG vs APTV
-46.4%
+57.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.6% | +1.2% | +5.0% |
| 7D | +22.5% | -1.9% | +24.4% | +22.8% |
| 30D | +14.1% | -1.4% | +15.5% | +14.3% |
| 3M | +4.1% | -9.3% | +13.4% | +5.5% |
| 6M | +10.1% | -27.3% | +37.4% | +13.6% |
| YTD | -4.9% | -43.1% | +38.3% | +1.8% |
| 1Y | +10.9% | -46.5% | +57.4% | +22.5% |
| All | +10.9% | -46.4% | +57.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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