+1,370.8%
AMAT vs AIG
+72.2%
+1,298.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.8% | -1.0% |
| 7D | -2.5% | +2.2% | -4.7% | -3.4% |
| 30D | -26.5% | +6.9% | -33.4% | -28.9% |
| 3M | -28.6% | +6.8% | -35.3% | -31.1% |
| 6M | -14.2% | +9.2% | -23.5% | -19.3% |
| YTD | +45.5% | -1.9% | +47.4% | +42.9% |
| 1Y | +59.3% | +9.7% | +49.7% | +47.5% |
| 3Y | +153.1% | +37.9% | +115.2% | +105.3% |
| 5Y | +158.2% | +56.8% | +101.3% | +93.0% |
| 10Y | +1,370.8% | +67.6% | +1,303.2% | +833.9% |
| All | +1,370.8% | +72.2% | +1,298.6% | +833.9% |
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