+282.7%
AG vs MTB
+112.6%
+170.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -0.1% | +1.1% | -1.2% | -0.3% |
| 30D | +12.5% | -4.6% | +17.1% | +13.3% |
| 3M | +28.2% | +6.3% | +21.9% | +26.4% |
| 6M | -18.8% | +15.6% | -34.4% | -21.3% |
| YTD | +27.4% | +20.6% | +6.8% | +22.4% |
| 1Y | +132.2% | +22.5% | +109.7% | +122.4% |
| All | +282.7% | +112.6% | +170.1% | +212.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling