+131.6%
IBM vs AG
+57.4%
+74.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | +0.3% | +4.5% | -4.2% | +0.1% |
| 30D | -1.5% | +12.9% | -14.3% | -2.2% |
| 3M | -16.8% | +20.9% | -37.7% | -17.8% |
| 6M | -9.0% | -19.5% | +10.5% | -8.5% |
| YTD | -20.1% | +24.8% | -44.8% | -22.0% |
| 1Y | -7.0% | +120.2% | -127.3% | -12.7% |
| 3Y | +72.4% | +279.0% | -206.6% | +53.8% |
| 5Y | +112.0% | +67.9% | +44.1% | +94.4% |
| 10Y | +131.6% | +57.5% | +74.1% | +113.6% |
| All | +131.6% | +57.4% | +74.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling