+182.1%
IBM vs ACI
+29.9%
+152.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.6% |
| 7D | -5.0% | -2.2% | -2.8% | -4.8% |
| 30D | +11.1% | +10.3% | +0.8% | +10.2% |
| 3M | +5.7% | +7.2% | -1.5% | +5.0% |
| 6M | +10.1% | -18.0% | +28.1% | +11.1% |
| YTD | -15.6% | -22.0% | +6.4% | -14.7% |
| 1Y | -19.5% | -23.4% | +3.8% | -18.6% |
| 3Y | +80.4% | -35.8% | +116.2% | +84.7% |
| 5Y | +140.0% | -43.7% | +183.7% | +145.5% |
| All | +182.1% | +29.9% | +152.2% | +177.6% |
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