+138.2%
IBM vs A
+15.4%
+122.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +11.1% | +3.4% | +7.8% | +10.2% |
| 3M | +5.7% | +23.8% | -18.1% | 0.0% |
| 6M | +10.1% | +49.0% | -38.9% | -1.1% |
| YTD | -15.6% | +29.4% | -45.0% | -21.6% |
| 1Y | -19.5% | +19.4% | -38.9% | -23.8% |
| 3Y | +80.4% | +66.2% | +14.2% | +55.2% |
| All | +138.2% | +15.4% | +122.8% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 5y: compounded portfolio wealth divided by compounded A 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…
5y analysis · Full analysis span regression · 6 months rolling