+57.5%
AG vs CMS
+117.1%
-59.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +4.5% | +1.2% | +3.3% | +4.0% |
| 30D | +12.9% | -3.2% | +16.0% | +14.1% |
| 3M | +20.9% | -2.2% | +23.2% | +21.4% |
| 6M | -19.5% | -9.4% | -10.1% | -16.9% |
| YTD | +24.8% | +0.7% | +24.1% | +23.4% |
| 1Y | +120.2% | +0.4% | +119.9% | +118.0% |
| 3Y | +279.0% | +35.2% | +243.8% | +229.4% |
| 5Y | +67.9% | +24.1% | +43.8% | +51.5% |
| 10Y | +57.5% | +115.8% | -58.3% | +22.0% |
| All | +57.5% | +117.1% | -59.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling