+80.4%
IBM vs ALB
-16.8%
+97.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | -5.0% | +9.1% | -14.0% | -5.3% |
| 30D | +11.1% | -3.4% | +14.5% | +11.2% |
| 3M | +5.7% | -20.6% | +26.3% | +6.6% |
| 6M | +10.1% | -48.2% | +58.3% | +13.5% |
| YTD | -15.6% | -29.2% | +13.6% | -15.2% |
| 1Y | -19.5% | +10.0% | -29.5% | -22.0% |
| 3Y | +80.4% | -12.9% | +93.3% | +70.5% |
| All | +80.4% | -16.8% | +97.2% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling