+87.5%
AMZN vs IBM
+73.9%
+13.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -5.2% | +0.3% | -5.5% | -5.3% |
| 3M | +1.9% | -21.6% | +23.5% | +5.2% |
| 6M | +19.2% | -4.7% | +23.9% | +17.3% |
| YTD | +12.0% | -19.1% | +31.1% | +14.3% |
| 1Y | +9.7% | -2.5% | +12.2% | +5.9% |
| All | +87.5% | +73.9% | +13.6% | +55.3% |
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