+149.9%
IBM vs AMC
-98.6%
+248.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.3% | -7.8% | +0.3% |
| 7D | -2.5% | +6.6% | -9.1% | -2.7% |
| 30D | +8.4% | +14.1% | -5.7% | +8.0% |
| 3M | +4.5% | +31.3% | -26.8% | +3.7% |
| 6M | +7.9% | +126.7% | -118.8% | +5.2% |
| YTD | -15.2% | +117.9% | -133.2% | -17.4% |
| 1Y | -17.6% | +41.1% | -58.7% | -18.9% |
| 3Y | +82.1% | -61.0% | +143.0% | +81.4% |
| 5Y | +143.3% | -99.1% | +242.5% | +154.6% |
| 10Y | +149.9% | -98.7% | +248.6% | +134.2% |
| All | +149.9% | -98.6% | +248.5% | +134.2% |
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