-5.0%
IBM vs AG
+124.1%
-129.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +3.3% |
| 7D | +3.6% | -0.1% | +3.7% | +3.6% |
| 30D | +1.5% | +12.5% | -10.9% | +1.4% |
| 3M | -12.9% | +28.2% | -41.1% | -13.3% |
| 6M | -3.9% | -18.8% | +14.9% | -3.5% |
| YTD | -17.3% | +27.4% | -44.7% | -19.2% |
| 1Y | -5.0% | +132.2% | -137.2% | -9.3% |
| All | -5.0% | +124.1% | -129.1% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling