+115.5%
IBM vs A
-12.8%
+128.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | +0.3% | +6.9% | -6.6% | -1.4% |
| 3M | -21.6% | +9.2% | -30.8% | -23.4% |
| 6M | -4.7% | +25.7% | -30.4% | -10.5% |
| YTD | -19.1% | +11.5% | -30.6% | -21.8% |
| 1Y | -2.5% | +18.4% | -20.9% | -7.2% |
| 3Y | +74.2% | +26.6% | +47.5% | +60.4% |
| All | +115.5% | -12.8% | +128.3% | +98.9% |
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