+138.7%
IBM vs AMC
-97.8%
+236.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.5% | +9.7% | -2.5% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | +11.7% | +4.4% | +7.3% | +11.5% |
| 3M | +5.5% | +15.4% | -9.9% | +5.0% |
| 6M | +9.5% | +93.7% | -84.2% | +6.9% |
| YTD | -14.9% | +97.4% | -112.3% | -17.0% |
| 1Y | -17.4% | +23.2% | -40.6% | -18.6% |
| 3Y | +83.3% | -71.3% | +154.5% | +84.0% |
| 5Y | +142.1% | -99.3% | +241.3% | +155.8% |
| 10Y | +157.2% | -98.7% | +255.9% | +157.8% |
| All | +138.7% | -97.8% | +236.5% | +122.5% |
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