+24.3%
BMY vs AIG
+53.2%
-28.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -4.8% | -1.2% | -3.6% | -4.5% |
| 30D | -0.1% | -1.1% | +1.0% | +0.1% |
| 3M | +13.1% | +0.7% | +12.4% | +12.9% |
| 6M | +8.4% | -2.2% | +10.6% | +8.7% |
| YTD | +22.0% | -10.8% | +32.8% | +24.2% |
| 1Y | +40.3% | -2.0% | +42.3% | +39.9% |
| 3Y | +20.5% | +34.8% | -14.3% | +13.3% |
| All | +24.3% | +53.2% | -28.9% | +13.7% |
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