+8,164.6%
AMD vs IBM
+145.6%
+8,019.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.6% |
| 7D | +13.1% | -1.7% | +14.8% | +14.3% |
| 30D | -7.0% | +10.1% | -17.1% | -10.8% |
| 3M | +16.6% | +4.8% | +11.7% | +13.7% |
| 6M | +20.5% | +12.6% | +7.9% | +3.9% |
| YTD | +158.2% | -13.9% | +172.1% | +155.8% |
| 1Y | +132.8% | -18.7% | +151.5% | +139.5% |
| 3Y | +366.2% | +81.9% | +284.3% | +175.7% |
| 5Y | +278.7% | +148.3% | +130.4% | +82.5% |
| 10Y | +8,164.6% | +143.6% | +8,020.9% | +3,542.4% |
| All | +8,164.6% | +145.6% | +8,019.0% | +3,542.4% |
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