+134.5%
IBM vs AMCR
+16.5%
+118.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | -0.3% | -5.0% | +4.7% | +1.3% |
| 30D | -1.8% | -8.0% | +6.1% | +0.7% |
| 3M | -13.5% | +14.3% | -27.7% | -17.4% |
| 6M | -5.1% | +5.3% | -10.4% | -7.5% |
| YTD | -19.4% | +7.7% | -27.1% | -22.9% |
| 1Y | -6.5% | +10.8% | -17.4% | -11.8% |
| 3Y | +73.8% | +9.6% | +64.2% | +61.2% |
| 5Y | +116.3% | -10.2% | +126.5% | +113.6% |
| All | +134.5% | +16.5% | +118.1% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling