+77.4%
IBM vs AMCR
+8.5%
+68.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.7% |
| 7D | +3.6% | -6.3% | +9.8% | +4.5% |
| 30D | +1.5% | -7.1% | +8.7% | +2.5% |
| 3M | -12.9% | +12.7% | -25.6% | -14.2% |
| 6M | -3.9% | +5.2% | -9.1% | -4.6% |
| YTD | -17.3% | +8.1% | -25.4% | -19.4% |
| 1Y | -5.0% | +11.7% | -16.7% | -8.2% |
| All | +77.4% | +8.5% | +68.9% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling