+11.9%
AG vs MTB
+21.0%
-9.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -10.0% | +1.5% | -11.5% | -10.4% |
| 30D | -10.5% | +2.3% | -12.8% | -11.0% |
| 3M | -27.3% | -12.1% | -15.1% | -25.1% |
| 6M | -43.0% | +9.8% | -52.8% | -45.7% |
| YTD | -17.9% | +12.0% | -29.9% | -25.1% |
| 1Y | +11.9% | +22.0% | -10.1% | -0.2% |
| All | +11.9% | +21.0% | -9.1% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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