+133.7%
IBM vs ALC
+21.6%
+112.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.6% |
| 7D | +0.3% | -3.7% | +4.0% | +1.5% |
| 30D | -1.5% | -3.7% | +2.3% | -0.3% |
| 3M | -16.8% | +4.6% | -21.3% | -17.8% |
| 6M | -9.0% | -14.6% | +5.6% | -4.7% |
| YTD | -20.1% | -11.9% | -8.2% | -17.1% |
| 1Y | -7.0% | -13.1% | +6.1% | -3.4% |
| 3Y | +72.4% | -15.0% | +87.4% | +76.8% |
| 5Y | +112.0% | -16.2% | +128.2% | +114.5% |
| All | +133.7% | +21.6% | +112.2% | +85.9% |
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