+89.9%
AMZN vs IBM
+82.1%
+7.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.9% |
| 7D | +8.7% | -2.5% | +11.2% | +9.1% |
| 30D | +1.7% | +8.4% | -6.6% | +0.5% |
| 3M | -2.8% | +4.5% | -7.2% | -3.5% |
| 6M | -2.1% | +7.9% | -10.0% | -6.0% |
| YTD | +15.6% | -15.2% | +30.9% | +17.1% |
| 1Y | +9.2% | -17.6% | +26.8% | +11.4% |
| 3Y | +89.9% | +82.1% | +7.8% | +47.8% |
| All | +89.9% | +82.1% | +7.7% | +47.8% |
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