+144.8%
IBM vs AMC
-98.8%
+243.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.4% |
| 7D | -0.3% | +8.4% | -8.7% | -0.5% |
| 30D | +6.8% | +9.2% | -2.4% | +6.5% |
| 3M | +4.4% | +32.0% | -27.6% | +3.6% |
| 6M | +13.2% | +149.3% | -136.1% | +10.2% |
| YTD | -15.1% | +114.1% | -129.2% | -17.3% |
| 1Y | -20.2% | +35.8% | -56.0% | -21.4% |
| 3Y | +79.3% | -58.3% | +137.6% | +78.5% |
| 5Y | +147.5% | -99.2% | +246.6% | +159.0% |
| All | +144.8% | -98.8% | +243.6% | +127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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