+134.5%
IBM vs AGI
+388.9%
-254.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.3% |
| 7D | -0.3% | -5.3% | +5.0% | -0.1% |
| 30D | -1.8% | +6.8% | -8.6% | -2.1% |
| 3M | -13.5% | +8.3% | -21.8% | -13.8% |
| 6M | -5.1% | -29.2% | +24.1% | -3.9% |
| YTD | -19.4% | -7.3% | -12.1% | -19.6% |
| 1Y | -6.5% | +8.0% | -14.6% | -7.5% |
| 3Y | +73.8% | +206.6% | -132.7% | +63.3% |
| 5Y | +116.3% | +398.1% | -281.8% | +98.4% |
| All | +134.5% | +388.9% | -254.4% | +115.2% |
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