+33.9%
AAPL vs IBM
-1.8%
+35.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | +3.0% | +0.3% | +2.7% | +2.9% |
| 3M | +2.9% | -21.6% | +24.5% | +4.7% |
| 6M | +22.1% | -4.7% | +26.8% | +21.3% |
| YTD | +18.0% | -19.1% | +37.1% | +20.5% |
| 1Y | +33.9% | -2.5% | +36.4% | +30.0% |
| All | +33.9% | -1.8% | +35.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 1y: compounded portfolio wealth divided by compounded IBM 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…
1y analysis · Full analysis span regression · 6 months rolling