+170.4%
IBM vs ACI
+25.9%
+144.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +0.3% | +5.9% | -5.6% | -0.2% |
| 3M | -21.6% | -19.8% | -1.8% | -20.6% |
| 6M | -4.7% | -24.7% | +20.0% | -3.2% |
| YTD | -19.1% | -24.4% | +5.3% | -18.0% |
| 1Y | -2.5% | -31.5% | +29.0% | -0.4% |
| 3Y | +74.2% | -38.7% | +112.8% | +79.1% |
| 5Y | +113.1% | -42.8% | +155.9% | +118.1% |
| All | +170.4% | +25.9% | +144.5% | +167.1% |
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