+6,406.4%
AMD vs IBM
+133.1%
+6,273.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +2.6% | -0.3% | +2.9% | +2.7% |
| 30D | -0.9% | +0.3% | -1.2% | -1.3% |
| 3M | -8.7% | -21.6% | +12.9% | -1.3% |
| 6M | +136.3% | -4.7% | +141.0% | +121.1% |
| YTD | +123.0% | -19.1% | +142.1% | +127.7% |
| 1Y | +195.2% | -2.5% | +197.7% | +165.6% |
| 3Y | +336.3% | +74.2% | +262.2% | +162.2% |
| 5Y | +334.5% | +113.1% | +221.3% | +126.6% |
| All | +6,406.4% | +133.1% | +6,273.3% | +2,844.2% |
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 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