+2,413.6%
IBM vs AME
+18,709.1%
-16,295.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +0.3% | -6.7% | +7.0% | +2.4% |
| 3M | -21.6% | +4.1% | -25.7% | -22.9% |
| 6M | -4.7% | +1.6% | -6.3% | -6.1% |
| YTD | -19.1% | +16.1% | -35.2% | -23.6% |
| 1Y | -2.5% | +27.3% | -29.8% | -10.8% |
| 3Y | +74.2% | +50.9% | +23.3% | +49.9% |
| 5Y | +113.1% | +81.4% | +31.8% | +71.8% |
| 10Y | +133.5% | +417.0% | -283.4% | +38.2% |
| All | +2,413.6% | +18,709.1% | -16,295.5% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling