+138.2%
IBM vs AG
+12.9%
+125.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | -5.0% | +6.3% | -11.3% | -5.3% |
| 30D | +11.1% | -8.9% | +20.1% | +11.6% |
| 3M | +5.7% | -12.2% | +17.9% | +6.3% |
| 6M | +10.1% | -28.3% | +38.4% | +11.6% |
| YTD | -15.6% | -8.8% | -6.8% | -16.7% |
| 1Y | -19.5% | +39.4% | -58.9% | -23.0% |
| 3Y | +80.4% | +229.4% | -149.0% | +58.1% |
| All | +138.2% | +12.9% | +125.3% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling