+131.6%
IBM vs AME
+421.6%
-290.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.3% | +2.8% | -2.5% | -1.0% |
| 30D | -1.5% | -6.3% | +4.8% | +1.4% |
| 3M | -16.8% | +5.4% | -22.1% | -19.5% |
| 6M | -9.0% | +7.4% | -16.5% | -13.6% |
| YTD | -20.1% | +16.2% | -36.2% | -27.2% |
| 1Y | -7.0% | +26.8% | -33.8% | -19.4% |
| 3Y | +72.4% | +57.5% | +14.9% | +30.4% |
| 5Y | +112.0% | +84.8% | +27.1% | +43.8% |
| 10Y | +131.6% | +424.3% | -292.7% | +0.5% |
| All | +131.6% | +421.6% | -290.1% | +0.5% |
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