-98.1%
AMC vs AIG
+105.6%
-203.7%
-99.8%
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% | +4.8% |
| 7D | +2.3% | -0.9% | +3.3% | +2.8% |
| 30D | -0.7% | -4.9% | +4.1% | +1.8% |
| 3M | +35.2% | +4.5% | +30.7% | +30.6% |
| 6M | +124.6% | -1.4% | +126.0% | +124.1% |
| YTD | +69.9% | -9.8% | +79.7% | +76.6% |
| 1Y | -2.6% | -4.5% | +2.0% | -3.0% |
| 3Y | -79.8% | +37.4% | -117.2% | -84.1% |
| 5Y | -99.4% | +55.0% | -154.4% | -99.6% |
| 10Y | -98.9% | +63.7% | -162.5% | -99.3% |
| All | -98.1% | +105.6% | -203.7% | -99.0% |
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