+7.9%
AMT vs AIG
+34.0%
-26.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | +1.8% | -5.2% | +7.1% | +2.9% |
| 3M | -6.2% | +1.5% | -7.6% | -6.5% |
| 6M | -5.0% | -3.9% | -1.1% | -4.5% |
| YTD | +2.1% | -11.6% | +13.7% | +3.7% |
| 1Y | -5.7% | -2.9% | -2.8% | -5.9% |
| 3Y | +7.9% | +33.7% | -25.8% | -7.3% |
| All | +7.9% | +34.0% | -26.1% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling