+64.7%
AIG vs MNDY
-49.8%
+114.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | +0.3% |
| 7D | -1.2% | -4.6% | +3.5% | -0.9% |
| 30D | -1.1% | +1.0% | -2.1% | -1.3% |
| 3M | +0.7% | +9.1% | -8.4% | -0.1% |
| 6M | -2.2% | +14.2% | -16.4% | -3.6% |
| YTD | -10.8% | -41.1% | +30.3% | -8.9% |
| 1Y | -2.0% | -54.7% | +52.7% | +1.4% |
| 3Y | +34.8% | -50.6% | +85.4% | +36.5% |
| 5Y | +55.0% | -76.7% | +131.7% | +48.3% |
| All | +64.7% | -49.8% | +114.5% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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