+144.8%
IBM vs ALB
+34.2%
+110.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -1.3% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | +6.8% | -2.9% | +9.6% | +7.0% |
| 3M | +4.4% | -25.8% | +30.2% | +8.4% |
| 6M | +13.2% | -53.6% | +66.8% | +25.0% |
| YTD | -15.1% | -32.4% | +17.2% | -12.7% |
| 1Y | -20.2% | -13.0% | -7.2% | -21.4% |
| 3Y | +79.3% | -15.0% | +94.3% | +66.5% |
| 5Y | +147.5% | -63.5% | +211.0% | +160.8% |
| All | +144.8% | +34.2% | +110.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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