+26.0%
AG vs CMS
-0.8%
+26.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.3% | -6.2% | -5.8% |
| 7D | +6.0% | +0.5% | +5.5% | +6.0% |
| 30D | -13.5% | +7.4% | -21.0% | -12.9% |
| 3M | -20.7% | +1.9% | -22.5% | -20.7% |
| 6M | -31.5% | -2.3% | -29.2% | -31.3% |
| YTD | -10.1% | +3.0% | -13.1% | -6.9% |
| 1Y | +26.0% | -2.8% | +28.8% | +35.6% |
| All | +26.0% | -0.8% | +26.8% | +35.6% |
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