+272,508.4%
AMZN vs IBM
+1,083.9%
+271,424.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.5% | +2.7% |
| 7D | +8.7% | -2.5% | +11.2% | +10.2% |
| 30D | +1.7% | +8.4% | -6.6% | -2.8% |
| 3M | -2.8% | +4.5% | -7.2% | -5.8% |
| 6M | -2.1% | +7.9% | -10.0% | -12.8% |
| YTD | +15.6% | -15.2% | +30.9% | +15.7% |
| 1Y | +9.2% | -17.6% | +26.8% | +11.0% |
| 3Y | +89.9% | +82.1% | +7.8% | +14.3% |
| 5Y | +49.3% | +143.3% | -94.1% | -25.8% |
| 10Y | +591.6% | +149.9% | +441.7% | +205.2% |
| All | +272,508.4% | +1,083.9% | +271,424.5% | +30,250.8% |
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 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