+147.5%
IBM vs AGI
+245.8%
-98.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.7% | -1.2% |
| 7D | -0.3% | -7.5% | +7.2% | +0.1% |
| 30D | +6.8% | -9.9% | +16.6% | +7.2% |
| 3M | +4.4% | -14.2% | +18.6% | +5.1% |
| 6M | +13.2% | -35.2% | +48.4% | +15.8% |
| YTD | -15.1% | -25.2% | +10.1% | -14.5% |
| 1Y | -20.2% | -14.3% | -5.9% | -20.5% |
| 3Y | +79.3% | +127.7% | -48.4% | +62.7% |
| 5Y | +147.5% | +243.4% | -96.0% | +117.9% |
| All | +147.5% | +245.8% | -98.4% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling