+1,591.4%
AMAT vs AIG
+65.2%
+1,526.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.7% |
| 7D | -1.5% | -0.9% | -0.6% | -1.1% |
| 30D | -14.8% | -4.9% | -9.9% | -13.0% |
| 3M | -9.3% | +4.5% | -13.7% | -12.4% |
| 6M | +27.4% | -1.4% | +28.8% | +26.0% |
| YTD | +77.6% | -9.8% | +87.4% | +82.0% |
| 1Y | +188.9% | -4.5% | +193.5% | +185.4% |
| 3Y | +202.3% | +37.4% | +164.8% | +145.4% |
| 5Y | +248.9% | +55.0% | +193.9% | +162.8% |
| All | +1,591.4% | +65.2% | +1,526.3% | +937.4% |
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