+73.0%
IBM vs AGG
+12.6%
+60.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | -0.3% | -0.9% | +0.6% | +0.3% |
| 30D | -1.8% | -1.0% | -0.9% | -1.2% |
| 3M | -13.5% | -1.3% | -12.2% | -12.8% |
| 6M | -5.1% | -2.1% | -3.0% | -3.9% |
| YTD | -19.4% | -1.2% | -18.2% | -18.8% |
| 1Y | -6.5% | -0.5% | -6.0% | -6.1% |
| All | +73.0% | +12.6% | +60.4% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling