+138.2%
IBM vs ACM
-2.7%
+140.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -5.0% | +5.4% | -10.3% | -6.4% |
| 30D | +11.1% | +15.1% | -4.0% | +6.6% |
| 3M | +5.7% | -10.5% | +16.2% | +8.6% |
| 6M | +10.1% | -19.7% | +29.8% | +16.3% |
| YTD | -15.6% | -28.8% | +13.2% | -7.4% |
| 1Y | -19.5% | -47.9% | +28.3% | -4.3% |
| 3Y | +80.4% | -12.4% | +92.8% | +83.7% |
| All | +138.2% | -2.7% | +140.9% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 5y: compounded portfolio wealth divided by compounded ACM 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…
5y analysis · Full analysis span regression · 6 months rolling