+121.9%
IBM vs AMCR
+100.3%
+21.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +1.6% | -2.4% | +4.0% | +2.2% |
| 30D | +9.2% | +3.6% | +5.6% | +8.2% |
| 3M | +4.9% | -4.2% | +9.1% | +5.9% |
| 6M | +16.8% | +15.5% | +1.2% | +12.2% |
| YTD | -14.3% | +9.7% | -24.0% | -17.5% |
| 1Y | -16.7% | +8.3% | -25.0% | -19.6% |
| 3Y | +82.2% | +15.4% | +66.9% | +70.7% |
| 5Y | +149.9% | -9.1% | +159.1% | +147.6% |
| 10Y | +142.6% | +18.6% | +123.9% | +115.4% |
| All | +121.9% | +100.3% | +21.6% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling