+131.6%
IBM vs AA
+121.7%
+9.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.7% |
| 7D | +0.3% | +1.7% | -1.4% | 0.0% |
| 30D | -1.5% | +3.3% | -4.8% | -2.1% |
| 3M | -16.8% | -29.4% | +12.7% | -12.5% |
| 6M | -9.0% | -12.8% | +3.8% | -8.0% |
| YTD | -20.1% | -2.1% | -17.9% | -21.0% |
| 1Y | -7.0% | +62.8% | -69.8% | -16.0% |
| 3Y | +72.4% | +90.5% | -18.1% | +45.3% |
| 5Y | +112.0% | +19.1% | +92.9% | +80.7% |
| 10Y | +131.6% | +124.8% | +6.8% | +36.4% |
| All | +131.6% | +121.7% | +9.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling