+10,785.8%
AMD vs AIG
-19.4%
+10,805.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.9% | +15.0% | +12.0% |
| 7D | -11.0% | -5.1% | -6.0% | -10.0% |
| 30D | -30.5% | +2.8% | -33.2% | -31.2% |
| 3M | -8.2% | -2.1% | -6.1% | -8.2% |
| 6M | +6.6% | +1.4% | +5.2% | +5.1% |
| YTD | +109.7% | -7.4% | +117.0% | +110.3% |
| 1Y | +88.9% | +4.4% | +84.5% | +83.6% |
| 3Y | +301.8% | +30.0% | +271.8% | +268.7% |
| 5Y | +229.4% | +47.9% | +181.5% | +192.5% |
| 10Y | +6,745.1% | +74.4% | +6,670.7% | +5,416.8% |
| All | +10,785.8% | -19.4% | +10,805.2% | +4,878.5% |
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