+79.9%
AAPL vs IBM
+72.8%
+7.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.0% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.0% | -1.5% | +2.5% | +1.2% |
| 3M | +5.0% | -16.8% | +21.7% | +7.1% |
| 6M | +23.0% | -9.0% | +32.1% | +22.7% |
| YTD | +16.6% | -20.1% | +36.7% | +19.5% |
| 1Y | +33.4% | -7.0% | +40.4% | +30.8% |
| 3Y | +79.9% | +72.4% | +7.5% | +62.9% |
| All | +79.9% | +72.8% | +7.1% | +62.9% |
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