+11.1%
AG vs CMS
+33.6%
-22.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.4% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -8.9% | +7.2% | -16.1% | -12.3% |
| 3M | -12.2% | -1.3% | -10.9% | -11.9% |
| 6M | -28.3% | -4.3% | -24.0% | -27.4% |
| YTD | -8.8% | +2.1% | -10.9% | -11.3% |
| 1Y | +39.4% | -0.6% | +39.9% | +37.6% |
| 3Y | +229.4% | +38.0% | +191.4% | +158.5% |
| All | +11.1% | +33.6% | -22.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling