+1,237.1%
AAPL vs IBM
+140.9%
+1,096.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -1.5% |
| 7D | -3.0% | +3.6% | -6.5% | -4.2% |
| 30D | +2.3% | +1.5% | +0.8% | +1.6% |
| 3M | +8.6% | -12.9% | +21.5% | +11.5% |
| 6M | +21.6% | -3.9% | +25.5% | +18.0% |
| YTD | +16.3% | -17.3% | +33.7% | +19.0% |
| 1Y | +35.1% | -5.0% | +40.0% | +29.1% |
| 3Y | +79.4% | +78.2% | +1.2% | +22.7% |
| 5Y | +109.8% | +120.6% | -10.8% | +27.6% |
| 10Y | +1,237.1% | +144.5% | +1,092.6% | +628.3% |
| All | +1,237.1% | +140.9% | +1,096.2% | +628.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling