+564.1%
AMZN vs IBM
+140.9%
+423.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.7% |
| 7D | -1.0% | +3.6% | -4.6% | -2.0% |
| 30D | -9.2% | +1.5% | -10.8% | -9.7% |
| 3M | +3.4% | -12.9% | +16.3% | +5.5% |
| 6M | +18.2% | -3.9% | +22.1% | +15.2% |
| YTD | +9.3% | -17.3% | +26.7% | +11.5% |
| 1Y | +5.9% | -5.0% | +10.9% | +2.2% |
| 3Y | +82.6% | +78.2% | +4.4% | +35.0% |
| 5Y | +44.9% | +120.6% | -75.7% | -2.2% |
| 10Y | +564.1% | +144.5% | +419.6% | +299.4% |
| All | +564.1% | +140.9% | +423.2% | +299.4% |
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