+100,756.0%
AMAT vs AIG
-19.4%
+100,775.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.9% | +8.1% | +5.1% |
| 7D | -14.7% | -5.1% | -9.6% | -13.8% |
| 30D | -36.1% | +2.8% | -38.9% | -36.6% |
| 3M | -36.9% | -2.1% | -34.7% | -36.8% |
| 6M | -22.2% | +1.4% | -23.6% | -23.2% |
| YTD | +29.9% | -7.4% | +37.3% | +30.4% |
| 1Y | +43.3% | +4.4% | +38.8% | +39.7% |
| 3Y | +142.7% | +30.0% | +112.7% | +124.4% |
| 5Y | +126.2% | +47.9% | +78.4% | +102.8% |
| 10Y | +1,211.7% | +74.4% | +1,137.3% | +1,000.9% |
| All | +100,756.0% | -19.4% | +100,775.5% | +37,873.7% |
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