+109.5%
IBM vs AMCR
+106.4%
+3.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.1% |
| 30D | +0.3% | -4.1% | +4.4% | +1.3% |
| 3M | -21.6% | +21.7% | -43.3% | -25.4% |
| 6M | -4.7% | +1.5% | -6.2% | -5.6% |
| YTD | -19.1% | +13.1% | -32.2% | -22.6% |
| 1Y | -2.5% | +16.5% | -19.0% | -7.7% |
| 3Y | +74.2% | +10.3% | +63.9% | +65.3% |
| 5Y | +113.1% | -7.7% | +120.8% | +110.5% |
| 10Y | +133.5% | +24.6% | +108.9% | +106.2% |
| All | +109.5% | +106.4% | +3.0% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling