+38.7%
IBM vs AHR
+365.8%
-327.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -0.3% | -1.5% | +1.2% | -0.2% |
| 30D | +0.3% | -1.4% | +1.7% | +0.3% |
| 3M | -21.6% | +18.6% | -40.2% | -22.6% |
| 6M | -4.7% | +6.6% | -11.3% | -5.1% |
| YTD | -19.1% | +17.5% | -36.6% | -21.0% |
| 1Y | -2.5% | +30.9% | -33.4% | -7.0% |
| All | +38.7% | +365.8% | -327.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 all: compounded portfolio wealth divided by compounded AHR 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…
all analysis · Full analysis span regression · 6 months rolling