+337.5%
AMD vs AIG
+54.7%
+282.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.1% |
| 7D | +2.6% | -0.9% | +3.5% | +3.0% |
| 30D | -0.9% | -4.9% | +4.0% | +1.2% |
| 3M | -8.7% | +4.5% | -13.2% | -11.7% |
| 6M | +136.3% | -1.4% | +137.8% | +134.4% |
| YTD | +123.0% | -9.8% | +132.8% | +130.6% |
| 1Y | +195.2% | -4.5% | +199.7% | +193.6% |
| 3Y | +336.3% | +37.4% | +298.9% | +242.5% |
| All | +337.5% | +54.7% | +282.9% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling