-19.5%
IBM vs AMC
+24.6%
-44.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | -5.0% | +2.6% | -7.6% | -5.2% |
| 30D | +11.1% | +9.0% | +2.1% | +10.2% |
| 3M | +5.7% | +22.2% | -16.5% | +3.4% |
| 6M | +10.1% | +91.5% | -81.3% | -4.1% |
| YTD | -15.6% | +101.3% | -116.9% | -28.8% |
| 1Y | -19.5% | +20.8% | -40.3% | -22.2% |
| All | -19.5% | +24.6% | -44.1% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling