+137,736.4%
AMAT vs AIG
-21.5%
+137,758.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.2% | +4.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | -14.8% | -4.9% | -9.9% | -13.9% |
| 3M | -9.3% | +4.5% | -13.7% | -10.7% |
| 6M | +27.4% | -1.4% | +28.8% | +26.8% |
| YTD | +77.6% | -9.8% | +87.4% | +79.7% |
| 1Y | +188.9% | -4.5% | +193.5% | +187.7% |
| 3Y | +202.3% | +37.4% | +164.8% | +176.6% |
| 5Y | +248.9% | +55.0% | +193.9% | +210.5% |
| 10Y | +1,585.2% | +63.7% | +1,521.6% | +1,336.6% |
| All | +137,736.4% | -21.5% | +137,758.0% | +52,246.0% |
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 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