+885.2%
IBM vs AMT
+1,473.8%
-588.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -4.3% | +4.4% | -8.7% | -5.0% |
| 30D | +11.7% | +17.7% | -6.1% | +8.5% |
| 3M | +5.5% | +16.7% | -11.2% | +2.7% |
| 6M | +9.5% | +11.1% | -1.7% | +7.3% |
| YTD | -14.9% | +13.9% | -28.8% | -17.2% |
| 1Y | -17.4% | +12.5% | -29.9% | -19.4% |
| 3Y | +83.3% | +13.2% | +70.1% | +76.8% |
| 5Y | +142.1% | -17.9% | +159.9% | +144.0% |
| 10Y | +157.2% | +122.8% | +34.4% | +119.9% |
| All | +885.2% | +1,473.8% | -588.6% | +430.7% |
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