+110.5%
IBM vs ALM
+3,507.4%
-3,397.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -0.9% |
| 7D | -5.0% | -6.7% | +1.7% | -5.0% |
| 30D | +11.1% | -32.9% | +44.0% | +11.1% |
| 3M | +5.7% | -39.5% | +45.2% | +5.7% |
| 6M | +10.1% | -62.0% | +72.1% | +10.2% |
| YTD | -15.6% | -7.8% | -7.8% | -15.6% |
| 1Y | -19.5% | +26.7% | -46.2% | -19.6% |
| 3Y | +80.4% | +825.4% | -745.0% | +80.0% |
| 5Y | +140.0% | +401.2% | -261.2% | +139.5% |
| 10Y | +155.0% | +2,074.0% | -1,919.1% | +154.5% |
| All | +110.5% | +3,507.4% | -3,397.0% | +109.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling