+138.2%
IBM vs ALM
+396.4%
-258.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -5.0% | -6.7% | +1.7% | -4.9% |
| 30D | +11.1% | -32.9% | +44.0% | +11.6% |
| 3M | +5.7% | -39.5% | +45.2% | +6.2% |
| 6M | +10.1% | -62.0% | +72.1% | +11.3% |
| YTD | -15.6% | -7.8% | -7.8% | -15.9% |
| 1Y | -19.5% | +26.7% | -46.2% | -20.3% |
| 3Y | +80.4% | +825.4% | -745.0% | +72.3% |
| All | +138.2% | +396.4% | -258.2% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling