+5,453.2%
AGI vs MTB
+439.3%
+5,013.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | +11.3% | -4.6% | +15.9% | +11.5% |
| 3M | +5.6% | +6.3% | -0.6% | +5.3% |
| 6M | -27.7% | +15.6% | -43.3% | -28.2% |
| YTD | -4.1% | +20.6% | -24.6% | -5.0% |
| 1Y | +13.8% | +22.5% | -8.7% | +12.6% |
| 3Y | +217.0% | +114.4% | +102.6% | +203.4% |
| 5Y | +404.3% | +101.9% | +302.4% | +382.4% |
| 10Y | +400.5% | +170.4% | +230.1% | +355.3% |
| All | +5,453.2% | +439.3% | +5,013.9% | +4,241.3% |
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