+88.9%
AMD vs IBM
-18.1%
+107.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.0% |
| 7D | -11.0% | -5.0% | -6.1% | -11.0% |
| 30D | -30.5% | +11.1% | -41.6% | -30.2% |
| 3M | -8.2% | +5.7% | -13.9% | -8.0% |
| 6M | +6.6% | +10.1% | -3.6% | +3.2% |
| YTD | +109.7% | -15.6% | +125.3% | +115.4% |
| 1Y | +88.9% | -19.5% | +108.5% | +101.6% |
| All | +88.9% | -18.1% | +107.0% | +101.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling