+148.0%
ADBE vs AIG
+65.5%
+82.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -12.9% | -2.4% | -10.5% | -12.3% |
| 30D | -5.6% | -2.9% | -2.7% | -4.8% |
| 3M | +6.6% | +0.8% | +5.8% | +6.4% |
| 6M | -9.6% | -2.7% | -6.9% | -8.9% |
| YTD | -28.9% | -11.2% | -17.7% | -26.7% |
| 1Y | -28.9% | -1.5% | -27.4% | -29.1% |
| 3Y | -55.6% | +34.4% | -90.0% | -59.7% |
| 5Y | -62.2% | +54.4% | -116.7% | -67.4% |
| All | +148.0% | +65.5% | +82.5% | +93.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling