+147.3%
IBM vs AGI
+389.5%
-242.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +1.6% | -10.1% | +11.7% | +2.0% |
| 30D | +9.2% | -6.5% | +15.7% | +9.4% |
| 3M | +4.9% | -12.8% | +17.7% | +5.4% |
| 6M | +16.8% | -34.3% | +51.1% | +18.7% |
| YTD | -14.3% | -25.6% | +11.3% | -13.7% |
| 1Y | -16.7% | -14.2% | -2.5% | -16.8% |
| 3Y | +82.2% | +127.3% | -45.0% | +72.5% |
| 5Y | +149.9% | +241.8% | -91.8% | +130.8% |
| All | +147.3% | +389.5% | -242.2% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling