+117.1%
AMAT vs IBM
+146.4%
-29.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.7% | -12.9% |
| 7D | -24.3% | -4.3% | -20.0% | -23.4% |
| 30D | -39.8% | +11.7% | -51.5% | -41.4% |
| 3M | -40.2% | +5.5% | -45.7% | -41.1% |
| 6M | -22.1% | +9.5% | -31.6% | -29.6% |
| YTD | +24.7% | -14.9% | +39.5% | +25.9% |
| 1Y | +33.3% | -17.4% | +50.6% | +36.7% |
| 3Y | +133.9% | +83.3% | +50.6% | +30.4% |
| 5Y | +117.1% | +142.1% | -25.0% | -2.7% |
| All | +117.1% | +146.4% | -29.3% | -2.7% |
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