+115.5%
IBM vs AA
+10.5%
+105.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.3% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | +5.0% | -4.7% | -0.3% |
| 3M | -21.6% | -35.8% | +14.2% | -17.9% |
| 6M | -4.7% | -18.4% | +13.7% | -3.0% |
| YTD | -19.1% | -5.5% | -13.6% | -19.2% |
| 1Y | -2.5% | +61.0% | -63.5% | -8.7% |
| 3Y | +74.2% | +66.2% | +7.9% | +58.3% |
| All | +115.5% | +10.5% | +105.0% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling