+147.1%
AMAT vs IBM
+148.7%
-1.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.0% |
| 7D | +11.4% | +1.6% | +9.8% | +11.0% |
| 30D | -17.0% | +9.2% | -26.2% | -18.7% |
| 3M | -30.6% | +4.9% | -35.5% | -31.6% |
| 6M | -14.9% | +16.8% | -31.7% | -25.2% |
| YTD | +44.7% | -14.3% | +59.0% | +45.8% |
| 1Y | +66.9% | -16.7% | +83.6% | +70.9% |
| 3Y | +153.3% | +82.2% | +71.1% | +41.6% |
| All | +147.1% | +148.7% | -1.6% | +1.5% |
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