+1,321.9%
AMAT vs IBM
+142.6%
+1,179.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | +11.4% | +1.6% | +9.8% | +10.6% |
| 30D | -17.0% | +9.2% | -26.2% | -20.3% |
| 3M | -30.6% | +4.9% | -35.5% | -32.6% |
| 6M | -14.9% | +16.8% | -31.7% | -29.2% |
| YTD | +44.7% | -14.3% | +59.0% | +42.2% |
| 1Y | +66.9% | -16.7% | +83.6% | +67.0% |
| 3Y | +153.3% | +82.2% | +71.1% | +36.7% |
| 5Y | +146.2% | +149.9% | -3.7% | +4.4% |
| All | +1,321.9% | +142.6% | +1,179.3% | +432.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling