+126.7%
AMAT vs IBM
+139.3%
-12.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | -14.7% | -5.0% | -9.7% | -13.5% |
| 30D | -36.1% | +11.1% | -47.2% | -37.7% |
| 3M | -36.9% | +5.7% | -42.6% | -37.9% |
| 6M | -22.2% | +10.1% | -32.3% | -30.0% |
| YTD | +29.9% | -15.6% | +45.5% | +31.4% |
| 1Y | +43.3% | -19.5% | +62.8% | +49.0% |
| 3Y | +142.7% | +80.4% | +62.3% | +36.3% |
| All | +126.7% | +139.3% | -12.6% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling