+8,520.0%
AMD vs AIG
+66.9%
+8,453.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +44.7% | +2.0% | +42.7% | +43.6% |
| 30D | -3.3% | +6.3% | -9.7% | -5.7% |
| 3M | +21.2% | +9.2% | +12.0% | +16.8% |
| 6M | +30.6% | +9.5% | +21.0% | +24.6% |
| YTD | +173.3% | -1.6% | +174.9% | +169.6% |
| 1Y | +126.1% | +8.5% | +117.6% | +113.9% |
| 3Y | +393.5% | +38.3% | +355.2% | +323.1% |
| 5Y | +295.8% | +59.0% | +236.7% | +220.2% |
| All | +8,520.0% | +66.9% | +8,453.1% | +7,068.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling