+147.1%
AMAT vs AIG
+59.1%
+88.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | +6.6% | +4.8% | +8.9% |
| 30D | -17.0% | +7.0% | -24.1% | -19.3% |
| 3M | -30.6% | +9.7% | -40.3% | -33.3% |
| 6M | -14.9% | +10.8% | -25.7% | -19.6% |
| YTD | +44.7% | -1.3% | +46.0% | +43.3% |
| 1Y | +66.9% | +8.4% | +58.5% | +57.0% |
| 3Y | +153.3% | +39.0% | +114.3% | +102.5% |
| All | +147.1% | +59.1% | +88.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling