+138.2%
IBM vs ALB
-61.7%
+199.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | -5.0% | +9.1% | -14.0% | -5.5% |
| 30D | +11.1% | -3.4% | +14.5% | +11.3% |
| 3M | +5.7% | -20.6% | +26.3% | +7.1% |
| 6M | +10.1% | -48.2% | +58.3% | +14.8% |
| YTD | -15.6% | -29.2% | +13.6% | -14.8% |
| 1Y | -19.5% | +10.0% | -29.5% | -22.1% |
| 3Y | +80.4% | -12.9% | +93.3% | +71.5% |
| All | +138.2% | -61.7% | +199.9% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling