+3,897.9%
IBM vs ALB
+2,114.0%
+1,783.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.3% | +0.9% |
| 7D | -1.5% | +5.3% | -6.8% | -2.6% |
| 30D | +8.4% | -6.3% | +14.7% | +9.6% |
| 3M | +4.2% | -27.4% | +31.6% | +10.4% |
| 6M | +7.9% | -53.1% | +61.0% | +23.7% |
| YTD | -15.2% | -32.3% | +17.1% | -11.5% |
| 1Y | -18.7% | -7.3% | -11.4% | -21.0% |
| 3Y | +79.2% | -14.9% | +94.1% | +63.4% |
| 5Y | +144.7% | -62.0% | +206.8% | +153.9% |
| 10Y | +141.6% | +33.0% | +108.6% | +66.9% |
| All | +3,897.9% | +2,114.0% | +1,783.8% | +1,311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling