+126.9%
IBM vs AMC
-98.1%
+225.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | 0.0% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -21.6% | +35.2% | -56.8% | -22.6% |
| 6M | -4.7% | +124.6% | -129.3% | -7.2% |
| YTD | -19.1% | +69.9% | -89.0% | -20.7% |
| 1Y | -2.5% | -2.6% | +0.1% | -3.3% |
| 3Y | +74.2% | -79.8% | +153.9% | +75.9% |
| 5Y | +113.1% | -99.4% | +212.5% | +126.4% |
| 10Y | +133.5% | -98.9% | +232.4% | +134.0% |
| All | +126.9% | -98.1% | +225.0% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling