+2,521.8%
IBM vs AA
+213.5%
+2,308.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.8% | -1.4% |
| 7D | -5.0% | +0.9% | -5.9% | -5.2% |
| 30D | +11.1% | -6.7% | +17.8% | +12.5% |
| 3M | +5.7% | -16.3% | +22.1% | +9.2% |
| 6M | +10.1% | -37.1% | +47.2% | +19.7% |
| YTD | -15.6% | -25.0% | +9.4% | -12.6% |
| 1Y | -19.5% | +8.6% | -28.1% | -23.1% |
| 3Y | +80.4% | +57.2% | +23.2% | +50.8% |
| 5Y | +140.0% | -13.0% | +153.0% | +110.6% |
| 10Y | +155.0% | +65.5% | +89.4% | +63.3% |
| All | +2,521.8% | +213.5% | +2,308.3% | +914.2% |
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 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