+141.6%
IBM vs AG
+64.1%
+77.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +0.4% |
| 7D | -1.5% | +6.0% | -7.5% | -1.9% |
| 30D | +8.4% | -13.5% | +21.9% | +9.2% |
| 3M | +4.2% | -20.7% | +24.9% | +5.3% |
| 6M | +7.9% | -31.5% | +39.5% | +9.6% |
| YTD | -15.2% | -10.1% | -5.0% | -16.0% |
| 1Y | -18.7% | +26.0% | -44.7% | -21.2% |
| 3Y | +79.2% | +228.9% | -149.7% | +60.6% |
| 5Y | +144.7% | +8.7% | +136.1% | +128.9% |
| 10Y | +141.6% | +71.9% | +69.7% | +113.0% |
| All | +141.6% | +64.1% | +77.5% | +113.0% |
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