+9.7%
AMZN vs AIG
-4.5%
+14.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | -3.0% | -0.9% | -2.0% | -3.0% |
| 30D | -5.2% | -4.9% | -0.3% | -5.3% |
| 3M | +1.9% | +4.5% | -2.6% | +1.6% |
| 6M | +19.2% | -1.4% | +20.7% | +18.8% |
| YTD | +12.0% | -9.8% | +21.8% | +11.6% |
| 1Y | +9.7% | -4.5% | +14.2% | +9.3% |
| All | +9.7% | -4.5% | +14.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling