+1,444.4%
AMT vs AIG
-83.3%
+1,527.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.2% |
| 7D | +1.6% | +2.2% | -0.6% | +1.3% |
| 30D | +4.5% | +6.9% | -2.4% | +3.3% |
| 3M | +13.8% | +6.8% | +7.0% | +12.5% |
| 6M | +10.0% | +9.2% | +0.8% | +8.4% |
| YTD | +11.8% | -1.9% | +13.7% | +11.8% |
| 1Y | +10.2% | +9.7% | +0.6% | +8.2% |
| 3Y | +15.1% | +37.9% | -22.8% | +8.1% |
| 5Y | -18.8% | +56.8% | -75.6% | -26.0% |
| 10Y | +133.7% | +67.6% | +66.1% | +100.6% |
| All | +1,444.4% | -83.3% | +1,527.7% | +1,293.4% |
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