+9,703.6%
AMD vs IBM
+2,635.1%
+7,068.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.4% | -15.4% |
| 7D | -28.6% | -4.3% | -24.3% | -26.2% |
| 30D | -37.7% | +11.7% | -49.4% | -42.0% |
| 3M | -16.1% | +5.5% | -21.6% | -19.6% |
| 6M | +13.8% | +9.5% | +4.4% | -4.0% |
| YTD | +88.8% | -14.9% | +103.7% | +84.6% |
| 1Y | +57.8% | -17.4% | +75.1% | +57.3% |
| 3Y | +260.3% | +83.3% | +177.0% | +96.7% |
| 5Y | +196.6% | +142.1% | +54.6% | +31.6% |
| 10Y | +6,064.6% | +157.2% | +5,907.5% | +2,353.9% |
| All | +9,703.6% | +2,635.1% | +7,068.6% | +1,095.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling