+149.6%
IBM vs AMT
+113.8%
+35.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | +11.1% | +13.6% | -2.5% | +7.1% |
| 3M | +5.7% | +11.5% | -5.8% | +2.3% |
| 6M | +10.1% | +6.9% | +3.2% | +7.6% |
| YTD | -15.6% | +10.8% | -26.4% | -18.8% |
| 1Y | -19.5% | +10.3% | -29.9% | -22.5% |
| 3Y | +80.4% | +12.4% | +68.0% | +68.4% |
| 5Y | +140.0% | -20.1% | +160.1% | +146.1% |
| All | +149.6% | +113.8% | +35.8% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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