+112,225.0%
AMAT vs AIG
-17.5%
+112,242.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.8% |
| 7D | -1.1% | -3.4% | +2.3% | -0.3% |
| 30D | -26.9% | +3.4% | -30.3% | -27.6% |
| 3M | -31.2% | +1.7% | -32.9% | -31.7% |
| 6M | -14.7% | +5.7% | -20.4% | -16.5% |
| YTD | +44.7% | -5.1% | +49.8% | +44.5% |
| 1Y | +62.0% | +6.1% | +55.9% | +57.5% |
| 3Y | +165.0% | +35.5% | +129.5% | +142.9% |
| 5Y | +147.1% | +51.9% | +95.2% | +120.3% |
| 10Y | +1,315.3% | +68.2% | +1,247.1% | +1,095.6% |
| All | +112,225.0% | -17.5% | +112,242.5% | +41,986.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling