+149.6%
IBM vs ALB
+33.3%
+116.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -5.0% | +9.1% | -14.0% | -6.1% |
| 30D | +11.1% | -3.4% | +14.5% | +11.5% |
| 3M | +5.7% | -20.6% | +26.3% | +8.7% |
| 6M | +10.1% | -48.2% | +58.3% | +19.7% |
| YTD | -15.6% | -29.2% | +13.6% | -13.7% |
| 1Y | -19.5% | +10.0% | -29.5% | -23.7% |
| 3Y | +80.4% | -12.9% | +93.3% | +67.1% |
| 5Y | +140.0% | -61.3% | +201.3% | +150.4% |
| All | +149.6% | +33.3% | +116.2% | +58.3% |
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