+193.4%
AMAT vs AIG
-3.1%
+196.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +3.0% |
| 7D | +7.0% | -1.6% | +8.6% | +6.2% |
| 30D | -12.2% | -5.2% | -7.0% | -14.3% |
| 3M | -3.8% | +1.5% | -5.3% | -3.4% |
| 6M | +45.9% | -3.9% | +49.9% | +45.4% |
| YTD | +84.6% | -11.6% | +96.2% | +81.7% |
| 1Y | +193.4% | -2.9% | +196.3% | +186.4% |
| All | +193.4% | -3.1% | +196.5% | +186.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling