+109.5%
IBM vs AMCR
+100.2%
+9.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -15.5% | -6.9% |
| 3Y | +74.2% | +6.9% | +67.2% | +66.7% |
| 5Y | +113.1% | -10.5% | +123.6% | +112.2% |
| 10Y | +133.5% | +20.9% | +112.7% | +107.9% |
| All | +109.5% | +100.2% | +9.2% | +86.9% |
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