+79.4%
AMZN vs AIG
+33.9%
+45.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -3.9% | -1.1% | -2.9% | -3.7% |
| 3M | +6.3% | +0.7% | +5.6% | +5.8% |
| 6M | +20.8% | -2.2% | +22.9% | +20.9% |
| YTD | +11.2% | -10.8% | +22.1% | +14.4% |
| 1Y | +11.7% | -2.0% | +13.7% | +10.5% |
| 3Y | +79.4% | +34.8% | +44.6% | +54.5% |
| All | +79.4% | +33.9% | +45.5% | +54.5% |
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