+34.8%
AIG vs AMCR
+6.5%
+28.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -1.2% | -6.3% | +5.1% | +0.2% |
| 30D | -1.1% | -7.8% | +6.7% | +0.6% |
| 3M | +0.7% | +7.5% | -6.9% | -1.1% |
| 6M | -2.2% | +2.7% | -4.9% | -3.1% |
| YTD | -10.8% | +6.0% | -16.9% | -12.5% |
| 1Y | -2.0% | +7.8% | -9.8% | -4.3% |
| 3Y | +34.8% | +5.8% | +29.0% | +31.1% |
| All | +34.8% | +6.5% | +28.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling