+415.4%
IBM vs A
+546.2%
-130.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 6M | +10.1% | +49.0% | -38.9% | -0.7% |
| YTD | -15.6% | +29.4% | -45.0% | -21.4% |
| 1Y | -19.5% | +19.4% | -38.9% | -23.6% |
| 3Y | +80.4% | +66.2% | +14.2% | +55.9% |
| 5Y | +140.0% | +15.8% | +124.2% | +122.1% |
| 10Y | +155.0% | +326.1% | -171.1% | +73.3% |
| All | +415.4% | +546.2% | -130.9% | +157.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling