+384.7%
AGI vs MTB
+104.1%
+280.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +7.2% | -4.8% | +12.0% | +7.4% |
| 3M | +4.3% | +6.0% | -1.7% | +4.0% |
| 6M | -27.1% | +19.6% | -46.7% | -27.6% |
| YTD | -6.6% | +21.5% | -28.1% | -7.4% |
| 1Y | +9.5% | +24.7% | -15.2% | +8.6% |
| 3Y | +208.4% | +108.6% | +99.9% | +192.5% |
| All | +384.7% | +104.1% | +280.6% | +388.0% |
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