-18.8%
IBM vs ALM
+21.0%
-39.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | +0.4% |
| 7D | -2.5% | +0.7% | -3.3% | -2.5% |
| 30D | +8.4% | -26.1% | +34.4% | +8.3% |
| 3M | +4.5% | -38.1% | +42.6% | +4.4% |
| 6M | +7.9% | -55.4% | +63.3% | +8.7% |
| YTD | -15.2% | -0.4% | -14.8% | -14.3% |
| All | -18.8% | +21.0% | -39.8% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling