+6,351.7%
AMD vs AIG
+71.9%
+6,279.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.9% | +15.0% | +12.4% |
| 7D | -11.0% | -5.1% | -6.0% | -9.6% |
| 30D | -30.5% | +2.8% | -33.2% | -31.5% |
| 3M | -8.2% | -2.1% | -6.1% | -8.2% |
| 6M | +6.6% | +1.4% | +5.2% | +4.4% |
| YTD | +109.7% | -7.4% | +117.0% | +111.0% |
| 1Y | +88.9% | +4.4% | +84.5% | +80.9% |
| 3Y | +301.8% | +30.0% | +271.8% | +252.3% |
| 5Y | +229.4% | +47.9% | +181.5% | +173.6% |
| All | +6,351.7% | +71.9% | +6,279.8% | +6,448.3% |
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