+201.8%
AG vs CMS
+39.2%
+162.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.0% |
| 7D | -10.0% | +1.7% | -11.7% | -10.5% |
| 30D | -10.5% | +6.2% | -16.7% | -12.4% |
| 3M | -27.3% | +0.6% | -27.9% | -27.5% |
| 6M | -43.0% | -1.8% | -41.2% | -43.0% |
| YTD | -17.9% | +3.8% | -21.8% | -20.2% |
| 1Y | +11.9% | -1.8% | +13.7% | +12.0% |
| 3Y | +201.8% | +39.8% | +162.0% | +105.0% |
| All | +201.8% | +39.2% | +162.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling