+1,315.3%
AMAT vs IBM
+152.9%
+1,162.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.5% | +10.9% | +11.2% |
| 7D | -1.1% | -2.5% | +1.5% | +0.3% |
| 30D | -26.9% | +8.4% | -35.3% | -29.6% |
| 3M | -31.2% | +4.5% | -35.7% | -33.0% |
| 6M | -14.7% | +7.9% | -22.6% | -25.5% |
| YTD | +44.7% | -15.2% | +59.9% | +42.9% |
| 1Y | +62.0% | -17.6% | +79.5% | +62.8% |
| 3Y | +165.0% | +82.1% | +82.9% | +43.3% |
| 5Y | +147.1% | +143.3% | +3.8% | +7.2% |
| 10Y | +1,315.3% | +149.9% | +1,165.3% | +462.6% |
| All | +1,315.3% | +152.9% | +1,162.3% | +462.6% |
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