-30.9%
AMT vs AIG
+53.4%
-84.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.3% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +3.7% | -3.3% | +7.1% | +4.5% |
| 3M | -7.2% | +2.2% | -9.4% | -7.7% |
| 6M | -4.2% | -2.1% | -2.0% | -3.9% |
| YTD | +1.9% | -11.2% | +13.1% | +4.3% |
| 1Y | -6.4% | -2.1% | -4.3% | -6.6% |
| 3Y | +7.7% | +34.4% | -26.6% | -2.5% |
| 5Y | -30.9% | +53.7% | -84.6% | -39.7% |
| All | -30.9% | +53.4% | -84.3% | -39.7% |
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