+82.1%
IBM vs AME
+63.1%
+18.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.4% |
| 7D | -2.5% | -1.5% | -1.0% | -2.3% |
| 30D | +8.4% | -4.2% | +12.5% | +9.1% |
| 3M | +4.5% | -5.9% | +10.4% | +5.5% |
| 6M | +7.9% | +2.8% | +5.1% | +6.5% |
| YTD | -15.2% | +16.6% | -31.8% | -20.3% |
| 1Y | -17.6% | +22.1% | -39.7% | -23.8% |
| 3Y | +82.1% | +64.7% | +17.4% | +50.8% |
| All | +82.1% | +63.1% | +18.9% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling