+138.2%
IBM vs AA
-15.4%
+153.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.2% |
| 7D | -5.0% | +0.9% | -5.9% | -5.1% |
| 30D | +11.1% | -6.7% | +17.8% | +11.9% |
| 3M | +5.7% | -16.3% | +22.1% | +7.6% |
| 6M | +10.1% | -37.1% | +47.2% | +15.5% |
| YTD | -15.6% | -25.0% | +9.4% | -13.6% |
| 1Y | -19.5% | +8.6% | -28.1% | -21.0% |
| 3Y | +80.4% | +57.2% | +23.2% | +65.7% |
| All | +138.2% | -15.4% | +153.6% | +118.8% |
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