-3.1%
CMG vs APTV
-69.3%
+66.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -2.1% | -5.0% | +3.0% | -0.7% |
| 30D | +10.9% | -6.1% | +17.0% | +12.6% |
| 3M | +15.8% | -33.0% | +48.8% | +28.2% |
| 6M | +6.9% | -35.2% | +42.2% | +18.1% |
| YTD | -2.2% | -40.1% | +38.0% | +10.0% |
| 1Y | -7.1% | -45.6% | +38.5% | +7.7% |
| 3Y | -7.1% | -54.4% | +47.2% | +10.4% |
| All | -3.1% | -69.3% | +66.2% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling