+264.6%
AMD vs AIG
+59.1%
+205.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.4% | -9.1% | -8.9% |
| 7D | +18.9% | +6.6% | +12.4% | +16.0% |
| 30D | -6.4% | +7.0% | -13.5% | -9.5% |
| 3M | +10.6% | +9.7% | +0.9% | +5.5% |
| 6M | +19.9% | +10.8% | +9.1% | +12.5% |
| YTD | +149.4% | -1.3% | +150.7% | +146.7% |
| 1Y | +115.4% | +8.4% | +107.0% | +100.7% |
| 3Y | +357.3% | +39.0% | +318.3% | +259.3% |
| All | +264.6% | +59.1% | +205.5% | +157.9% |
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