+120.6%
IBM vs AGI
+392.7%
-272.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.3% |
| 7D | +3.6% | +2.2% | +1.3% | +3.4% |
| 30D | +1.5% | +11.3% | -9.7% | +0.9% |
| 3M | -12.9% | +5.6% | -18.6% | -13.2% |
| 6M | -3.9% | -27.7% | +23.8% | -2.3% |
| YTD | -17.3% | -4.1% | -13.3% | -17.8% |
| 1Y | -5.0% | +13.8% | -18.8% | -7.1% |
| 3Y | +78.2% | +217.0% | -138.8% | +59.0% |
| 5Y | +120.6% | +404.3% | -283.7% | +88.1% |
| All | +120.6% | +392.7% | -272.0% | +88.1% |
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