+1,315.3%
AMAT vs AIG
+70.6%
+1,244.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.3% |
| 7D | -1.1% | -3.4% | +2.3% | +0.4% |
| 30D | -26.9% | +3.4% | -30.3% | -28.2% |
| 3M | -31.2% | +1.7% | -32.9% | -32.1% |
| 6M | -14.7% | +5.7% | -20.4% | -18.5% |
| YTD | +44.7% | -5.1% | +49.8% | +44.3% |
| 1Y | +62.0% | +6.1% | +55.9% | +52.3% |
| 3Y | +165.0% | +35.5% | +129.5% | +116.8% |
| 5Y | +147.1% | +51.9% | +95.2% | +87.7% |
| 10Y | +1,315.3% | +68.2% | +1,247.1% | +846.0% |
| All | +1,315.3% | +70.6% | +1,244.7% | +846.0% |
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