+54,540.2%
AMGN vs AIG
-22.8%
+54,562.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -11.6% | -1.4% | -10.2% | -11.5% |
| 30D | -5.7% | -3.3% | -2.3% | -5.2% |
| 3M | +14.2% | +2.2% | +12.0% | +13.9% |
| 6M | +5.2% | -2.1% | +7.3% | +5.4% |
| YTD | +22.0% | -11.2% | +33.2% | +23.6% |
| 1Y | +43.6% | -2.1% | +45.7% | +43.5% |
| 3Y | +65.0% | +34.4% | +30.6% | +58.0% |
| 5Y | +112.0% | +53.7% | +58.3% | +98.0% |
| 10Y | +216.6% | +64.4% | +152.2% | +183.0% |
| All | +54,540.2% | -22.8% | +54,562.9% | +30,240.8% |
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