+133,470.8%
MSFT vs AIG
-21.5%
+133,492.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +2.7% | -4.9% | +7.6% | +3.6% |
| 3M | +17.0% | +4.5% | +12.5% | +15.9% |
| 6M | +23.8% | -1.4% | +25.3% | +23.9% |
| YTD | +4.0% | -9.8% | +13.8% | +5.4% |
| 1Y | -0.8% | -4.5% | +3.7% | -0.6% |
| 3Y | +55.6% | +37.4% | +18.2% | +45.6% |
| 5Y | +72.9% | +55.0% | +17.9% | +57.3% |
| 10Y | +875.8% | +63.7% | +812.1% | +742.1% |
| All | +133,470.8% | -21.5% | +133,492.4% | +54,794.4% |
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