+137,736.4%
AMAT vs IBM
+2,499.8%
+135,236.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.3% |
| 30D | -14.8% | +0.3% | -15.1% | -15.2% |
| 3M | -9.3% | -21.6% | +12.3% | -0.7% |
| 6M | +27.4% | -4.7% | +32.1% | +16.1% |
| YTD | +77.6% | -19.1% | +96.7% | +78.3% |
| 1Y | +188.9% | -2.5% | +191.4% | +150.3% |
| 3Y | +202.3% | +74.2% | +128.1% | +64.0% |
| 5Y | +248.9% | +113.1% | +135.8% | +61.3% |
| 10Y | +1,585.2% | +133.5% | +1,451.7% | +606.8% |
| All | +137,736.4% | +2,499.8% | +135,236.6% | +12,557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling