+89.2%
AAPL vs IBM
+81.1%
+8.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +5.0% | -1.5% | +6.5% | +5.3% |
| 30D | +3.5% | +8.4% | -4.9% | +2.2% |
| 3M | +13.1% | +4.2% | +8.9% | +12.2% |
| 6M | +19.0% | +7.9% | +11.1% | +14.7% |
| YTD | +28.5% | -15.2% | +43.7% | +30.4% |
| 1Y | +29.7% | -18.7% | +48.4% | +33.0% |
| 3Y | +89.2% | +79.2% | +10.0% | +56.0% |
| All | +89.2% | +81.1% | +8.1% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling