-7.0%
IBM vs AA
+62.9%
-69.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | -1.5% | +3.3% | -4.8% | -1.8% |
| 3M | -16.8% | -29.4% | +12.7% | -13.8% |
| 6M | -9.0% | -12.8% | +3.8% | -6.6% |
| YTD | -20.1% | -2.1% | -17.9% | -18.2% |
| 1Y | -7.0% | +62.8% | -69.8% | -5.2% |
| All | -7.0% | +62.9% | -69.9% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling