+148.0%
IBM vs ALC
+30.3%
+117.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | -1.5% | +2.3% | -3.9% | -2.3% |
| 30D | +8.4% | +15.5% | -7.1% | +3.3% |
| 3M | +4.2% | +0.6% | +3.6% | +3.8% |
| 6M | +7.9% | +18.4% | -10.4% | +2.2% |
| YTD | -15.2% | -5.6% | -9.6% | -14.2% |
| 1Y | -18.7% | 0.0% | -18.8% | -19.3% |
| 3Y | +79.2% | +2.8% | +76.4% | +72.1% |
| 5Y | +144.7% | -8.8% | +153.5% | +140.8% |
| All | +148.0% | +30.3% | +117.7% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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