-35.4%
RBLX vs AIG
+81.3%
-116.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +8.1% | -2.4% | +10.5% | +8.8% |
| 30D | +23.9% | -2.9% | +26.9% | +24.9% |
| 3M | +8.1% | +0.8% | +7.4% | +7.5% |
| 6M | -23.7% | -2.7% | -21.1% | -23.7% |
| YTD | -44.6% | -11.2% | -33.4% | -42.9% |
| 1Y | -66.2% | -1.5% | -64.7% | -66.7% |
| 3Y | +54.7% | +34.4% | +20.3% | +32.8% |
| 5Y | -48.9% | +54.4% | -103.4% | -57.1% |
| All | -35.4% | +81.3% | -116.7% | -44.5% |
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 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