-97.7%
AMC vs AIG
+111.2%
-208.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.9% | +4.0% |
| 7D | +2.6% | -5.1% | +7.7% | +5.4% |
| 30D | +9.0% | +2.8% | +6.3% | +7.3% |
| 3M | +22.2% | -2.1% | +24.3% | +22.8% |
| 6M | +91.5% | +1.4% | +90.1% | +87.4% |
| YTD | +101.3% | -7.4% | +108.6% | +105.3% |
| 1Y | +20.8% | +4.4% | +16.3% | +14.7% |
| 3Y | -71.3% | +30.0% | -101.3% | -76.8% |
| 5Y | -99.2% | +47.9% | -147.1% | -99.4% |
| 10Y | -98.7% | +74.4% | -173.1% | -99.3% |
| All | -97.7% | +111.2% | -208.8% | -98.8% |
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