+142.7%
AMAT vs AIG
+30.9%
+111.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +4.5% |
| 7D | -14.7% | -5.1% | -9.6% | -14.4% |
| 30D | -36.1% | +2.8% | -38.9% | -36.4% |
| 3M | -36.9% | -2.1% | -34.7% | -36.8% |
| 6M | -22.2% | +1.4% | -23.6% | -22.8% |
| YTD | +29.9% | -7.4% | +37.3% | +32.6% |
| 1Y | +43.3% | +4.4% | +38.8% | +38.5% |
| 3Y | +142.7% | +30.0% | +112.7% | +106.5% |
| All | +142.7% | +30.9% | +111.8% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling