+150.1%
IBM vs AA
-17.9%
+168.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.2% |
| 7D | +1.6% | +0.5% | +1.1% | +1.5% |
| 30D | +9.2% | -0.6% | +9.8% | +9.2% |
| 3M | +4.9% | -19.7% | +24.6% | +7.3% |
| 6M | +16.8% | -41.6% | +58.3% | +23.4% |
| YTD | -14.3% | -24.6% | +10.4% | -12.3% |
| 1Y | -16.7% | +4.9% | -21.6% | -17.9% |
| 3Y | +82.2% | +66.8% | +15.4% | +66.1% |
| All | +150.1% | -17.9% | +168.1% | +127.8% |
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