+149.9%
IBM vs AME
+465.0%
-315.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.5% |
| 7D | -2.5% | -1.5% | -1.0% | -2.1% |
| 30D | +8.4% | -4.2% | +12.5% | +10.1% |
| 3M | +4.5% | -5.9% | +10.4% | +6.8% |
| 6M | +7.9% | +2.8% | +5.1% | +4.9% |
| YTD | -15.2% | +16.6% | -31.8% | -23.4% |
| 1Y | -17.6% | +22.1% | -39.7% | -27.3% |
| 3Y | +82.1% | +64.7% | +17.4% | +33.7% |
| 5Y | +143.3% | +76.6% | +66.7% | +68.8% |
| 10Y | +149.9% | +443.9% | -294.0% | +8.7% |
| All | +149.9% | +465.0% | -315.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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