+2,413.6%
IBM vs AA
+295.2%
+2,118.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | +5.0% | -4.7% | -0.9% |
| 3M | -21.6% | -35.8% | +14.2% | -14.9% |
| 6M | -4.7% | -18.4% | +13.7% | -2.1% |
| YTD | -19.1% | -5.5% | -13.6% | -19.9% |
| 1Y | -2.5% | +61.0% | -63.5% | -14.4% |
| 3Y | +74.2% | +66.2% | +7.9% | +43.8% |
| 5Y | +113.1% | +11.4% | +101.8% | +77.1% |
| 10Y | +133.5% | +116.9% | +16.7% | +41.3% |
| All | +2,413.6% | +295.2% | +2,118.4% | +829.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling