+1,690.2%
BMY vs AIG
-23.1%
+1,713.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.9% |
| 7D | -3.3% | -1.6% | -1.8% | -3.1% |
| 30D | 0.0% | -5.2% | +5.2% | +0.7% |
| 3M | +17.7% | +1.5% | +16.3% | +17.4% |
| 6M | +9.6% | -3.9% | +13.6% | +10.1% |
| YTD | +24.0% | -11.6% | +35.6% | +25.8% |
| 1Y | +45.1% | -2.9% | +48.0% | +45.2% |
| 3Y | +22.5% | +33.7% | -11.3% | +16.9% |
| 5Y | +22.3% | +52.7% | -30.4% | +13.5% |
| 10Y | +62.0% | +62.6% | -0.6% | +43.4% |
| All | +1,690.2% | -23.1% | +1,713.3% | +899.6% |
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