+150.1%
IBM vs AMT
-15.7%
+165.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +1.6% | +1.5% | +0.1% | +1.3% |
| 30D | +9.2% | +6.8% | +2.4% | +7.7% |
| 3M | +4.9% | +11.2% | -6.3% | +2.6% |
| 6M | +16.8% | +12.5% | +4.3% | +13.7% |
| YTD | -14.3% | +12.5% | -26.8% | -16.9% |
| 1Y | -16.7% | +10.1% | -26.8% | -18.9% |
| 3Y | +82.2% | +16.0% | +66.2% | +71.1% |
| All | +150.1% | -15.7% | +165.8% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling