+149.6%
IBM vs AMC
-98.7%
+248.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -5.0% | +2.6% | -7.6% | -5.0% |
| 30D | +11.1% | +9.0% | +2.1% | +10.9% |
| 3M | +5.7% | +22.2% | -16.5% | +5.1% |
| 6M | +10.1% | +91.5% | -81.3% | +7.8% |
| YTD | -15.6% | +101.3% | -116.9% | -17.6% |
| 1Y | -19.5% | +20.8% | -40.3% | -20.6% |
| 3Y | +80.4% | -71.3% | +151.7% | +81.0% |
| 5Y | +140.0% | -99.2% | +239.2% | +151.8% |
| All | +149.6% | -98.7% | +248.3% | +133.7% |
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