+247.2%
AMAT vs AIG
+54.7%
+192.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.6% |
| 7D | -1.5% | -0.9% | -0.6% | -1.2% |
| 30D | -14.8% | -4.9% | -9.9% | -13.2% |
| 3M | -9.3% | +4.5% | -13.7% | -12.2% |
| 6M | +27.4% | -1.4% | +28.8% | +26.2% |
| YTD | +77.6% | -9.8% | +87.4% | +82.5% |
| 1Y | +188.9% | -4.5% | +193.5% | +185.7% |
| 3Y | +202.3% | +37.4% | +164.8% | +139.6% |
| All | +247.2% | +54.7% | +192.6% | +150.0% |
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 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