+271,732.3%
AMZN vs IBM
+1,102.3%
+270,630.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.5% |
| 7D | +0.1% | -1.7% | +1.8% | +1.0% |
| 30D | +2.6% | +10.1% | -7.5% | -2.8% |
| 3M | -2.2% | +4.8% | -7.1% | -5.5% |
| 6M | -1.0% | +12.6% | -13.7% | -13.9% |
| YTD | +15.3% | -13.9% | +29.2% | +14.4% |
| 1Y | +6.9% | -18.7% | +25.6% | +9.5% |
| 3Y | +85.4% | +81.9% | +3.5% | +11.8% |
| 5Y | +53.3% | +148.3% | -95.0% | -24.7% |
| 10Y | +620.3% | +143.6% | +476.7% | +224.5% |
| All | +271,732.3% | +1,102.3% | +270,630.0% | +29,907.7% |
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