+301.8%
AMD vs IBM
+81.7%
+220.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.2% |
| 7D | -11.0% | -5.0% | -6.1% | -9.8% |
| 30D | -30.5% | +11.1% | -41.6% | -32.0% |
| 3M | -8.2% | +5.7% | -13.9% | -9.5% |
| 6M | +6.6% | +10.1% | -3.6% | -3.6% |
| YTD | +109.7% | -15.6% | +125.3% | +114.0% |
| 1Y | +88.9% | -19.5% | +108.5% | +98.8% |
| 3Y | +301.8% | +80.4% | +221.4% | +140.9% |
| All | +301.8% | +81.7% | +220.1% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling