+8,520.0%
AMD vs IBM
+140.2%
+8,379.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.5% |
| 7D | +44.7% | -0.3% | +45.0% | +44.9% |
| 30D | -3.3% | +6.8% | -10.1% | -6.0% |
| 3M | +21.2% | +4.4% | +16.8% | +18.4% |
| 6M | +30.6% | +13.2% | +17.4% | +12.0% |
| YTD | +173.3% | -15.1% | +188.4% | +172.5% |
| 1Y | +126.1% | -20.2% | +146.3% | +134.7% |
| 3Y | +393.5% | +79.3% | +314.2% | +193.4% |
| 5Y | +295.8% | +147.5% | +148.3% | +90.4% |
| All | +8,520.0% | +140.2% | +8,379.8% | +3,695.3% |
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