+183.3%
IBM vs ACI
+31.1%
+152.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.4% |
| 7D | -2.5% | -5.9% | +3.4% | -2.1% |
| 30D | +8.4% | +7.2% | +1.1% | +7.7% |
| 3M | +4.5% | +8.8% | -4.4% | +3.7% |
| 6M | +7.9% | -17.2% | +25.1% | +8.7% |
| YTD | -15.2% | -21.3% | +6.0% | -14.4% |
| 1Y | -17.6% | -23.7% | +6.2% | -16.6% |
| 3Y | +82.1% | -32.8% | +114.9% | +85.6% |
| 5Y | +143.3% | -41.4% | +184.7% | +148.3% |
| All | +183.3% | +31.1% | +152.2% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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