+94.3%
AG vs CMS
-2.1%
+96.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.9% |
| 7D | -5.8% | -1.3% | -4.5% | -5.8% |
| 30D | +6.4% | -2.8% | +9.1% | +6.3% |
| 3M | +28.4% | -7.1% | +35.5% | +28.4% |
| 6M | -24.5% | -10.0% | -14.4% | -22.6% |
| YTD | +21.2% | -0.9% | +22.1% | +21.4% |
| All | +94.3% | -2.1% | +96.4% | +97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling