+836.5%
IBM vs AMT
+1,311.4%
-474.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +0.3% | +4.6% | -4.4% | -0.5% |
| 3M | -21.6% | -8.4% | -13.2% | -20.5% |
| 6M | -4.7% | -6.0% | +1.3% | -3.9% |
| YTD | -19.1% | +2.1% | -21.2% | -19.7% |
| 1Y | -2.5% | -6.4% | +3.9% | -1.9% |
| 3Y | +74.2% | +8.1% | +66.1% | +69.3% |
| 5Y | +113.1% | -31.9% | +145.1% | +121.7% |
| 10Y | +133.5% | +97.1% | +36.4% | +103.9% |
| All | +836.5% | +1,311.4% | -474.9% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling