+147.3%
IBM vs AMC
-98.8%
+246.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | +1.6% | +3.5% | -1.9% | +1.5% |
| 30D | +9.2% | +12.5% | -3.3% | +8.9% |
| 3M | +4.9% | +23.6% | -18.6% | +4.3% |
| 6M | +16.8% | +144.4% | -127.6% | +13.7% |
| YTD | -14.3% | +108.3% | -122.6% | -16.4% |
| 1Y | -16.7% | +38.9% | -55.6% | -18.1% |
| 3Y | +82.2% | -58.9% | +141.1% | +81.5% |
| 5Y | +149.9% | -99.2% | +249.1% | +161.8% |
| All | +147.3% | -98.8% | +246.1% | +130.0% |
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