+67.3%
AG vs MTB
+101.1%
-33.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | +6.4% | -4.6% | +11.0% | +7.0% |
| 3M | +28.4% | +7.4% | +20.9% | +26.8% |
| 6M | -24.5% | +18.7% | -43.1% | -26.5% |
| YTD | +21.2% | +21.1% | +0.1% | +17.5% |
| 1Y | +114.1% | +24.1% | +90.0% | +106.8% |
| 3Y | +268.0% | +115.3% | +152.7% | +222.1% |
| 5Y | +67.3% | +106.0% | -38.7% | +54.6% |
| All | +67.3% | +101.1% | -33.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling