+144.5%
IBM vs ALM
+3,082.3%
-2,937.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.1% | +7.5% | +3.4% |
| 7D | +3.6% | +3.6% | -0.1% | +3.5% |
| 30D | +1.5% | +33.8% | -32.3% | +1.1% |
| 3M | -12.9% | +14.8% | -27.7% | -13.2% |
| 6M | -3.9% | -7.0% | +3.1% | -4.1% |
| YTD | -17.3% | +108.1% | -125.4% | -18.6% |
| 1Y | -5.0% | +313.8% | -318.8% | -7.8% |
| 3Y | +78.2% | +2,227.6% | -2,149.4% | +66.5% |
| 5Y | +120.6% | +956.6% | -836.0% | +107.7% |
| 10Y | +144.5% | +3,082.3% | -2,937.8% | +127.1% |
| All | +144.5% | +3,082.3% | -2,937.8% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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