+20.6%
ABNB vs AIG
+117.5%
-96.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -3.1% |
| 7D | -4.4% | -1.6% | -2.8% | -3.6% |
| 30D | -2.0% | -5.2% | +3.2% | +0.5% |
| 3M | +29.8% | +1.5% | +28.4% | +28.5% |
| 6M | +31.0% | -3.9% | +34.9% | +32.8% |
| YTD | +28.6% | -11.6% | +40.2% | +35.1% |
| 1Y | +40.1% | -2.9% | +43.0% | +39.7% |
| 3Y | +19.7% | +33.7% | -14.0% | 0.0% |
| 5Y | +6.5% | +52.7% | -46.2% | -15.8% |
| All | +20.6% | +117.5% | -96.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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