+401.8%
IBM vs AG
+445.6%
-43.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.4% |
| 30D | +0.3% | +19.2% | -18.9% | -0.9% |
| 3M | -21.6% | +6.2% | -27.8% | -22.2% |
| 6M | -4.7% | -26.7% | +22.0% | -3.6% |
| YTD | -19.1% | +26.1% | -45.2% | -21.4% |
| 1Y | -2.5% | +131.7% | -134.2% | -9.4% |
| 3Y | +74.2% | +255.3% | -181.2% | +54.0% |
| 5Y | +113.1% | +61.9% | +51.2% | +94.5% |
| 10Y | +133.5% | +72.0% | +61.5% | +100.6% |
| All | +401.8% | +445.6% | -43.8% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling