+423.4%
IBM vs AG
+294.5%
+128.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.7% |
| 3M | +5.7% | -12.2% | +17.9% | +6.3% |
| 6M | +10.1% | -28.3% | +38.4% | +11.7% |
| YTD | -15.6% | -8.8% | -6.8% | -16.5% |
| 1Y | -19.5% | +39.4% | -58.9% | -22.7% |
| 3Y | +80.4% | +229.4% | -149.0% | +60.3% |
| 5Y | +140.0% | +14.5% | +125.5% | +123.5% |
| 10Y | +155.0% | +82.7% | +72.3% | +117.7% |
| All | +423.4% | +294.5% | +128.9% | +215.9% |
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