+255.2%
AG vs MTB
+242.7%
+12.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.6% |
| 7D | -10.0% | +1.5% | -11.5% | -10.2% |
| 30D | -10.5% | +2.3% | -12.8% | -10.9% |
| 3M | -27.3% | -12.1% | -15.1% | -25.3% |
| 6M | -43.0% | +9.8% | -52.8% | -44.2% |
| YTD | -17.9% | +12.0% | -29.9% | -20.1% |
| 1Y | +11.9% | +22.0% | -10.1% | +7.1% |
| 3Y | +201.8% | +107.6% | +94.2% | +154.0% |
| 5Y | -0.1% | +61.9% | -61.9% | -13.4% |
| 10Y | +72.7% | +116.3% | -43.6% | +27.9% |
| All | +255.2% | +242.7% | +12.4% | +144.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling