+445.6%
AG vs CMS
+757.0%
-311.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +19.2% | -3.6% | +22.8% | +21.4% |
| 3M | +6.2% | -1.9% | +8.1% | +6.3% |
| 6M | -26.7% | -11.0% | -15.7% | -22.7% |
| YTD | +26.1% | +0.2% | +25.9% | +24.5% |
| 1Y | +131.7% | -1.3% | +133.0% | +130.2% |
| 3Y | +255.3% | +35.9% | +219.4% | +191.8% |
| 5Y | +61.9% | +23.1% | +38.9% | +39.9% |
| 10Y | +72.0% | +117.9% | -45.9% | -2.9% |
| All | +445.6% | +757.0% | -311.4% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling