+138.2%
IBM vs ALC
-11.2%
+149.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | -5.0% | +4.9% | -9.9% | -6.2% |
| 30D | +11.1% | +19.0% | -7.8% | +6.2% |
| 3M | +5.7% | +7.8% | -2.1% | +3.6% |
| 6M | +10.1% | +14.6% | -4.5% | +6.5% |
| YTD | -15.6% | -4.4% | -11.2% | -15.1% |
| 1Y | -19.5% | +1.4% | -20.9% | -20.2% |
| 3Y | +80.4% | +2.5% | +77.9% | +76.7% |
| All | +138.2% | -11.2% | +149.4% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling