+30.2%
IBM vs ALAB
+490.6%
-460.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.8% | -9.7% | -0.3% |
| 7D | -0.3% | +7.2% | -7.5% | -0.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.3% |
| 3M | -21.6% | -13.3% | -8.3% | -21.7% |
| 6M | -4.7% | +172.8% | -177.5% | -11.5% |
| YTD | -19.1% | +86.6% | -105.7% | -23.5% |
| 1Y | -2.5% | +65.2% | -67.7% | -7.9% |
| All | +30.2% | +490.6% | -460.4% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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