+149.9%
IBM vs APA
+0.9%
+149.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -2.5% | -8.7% | +6.2% | -1.4% |
| 30D | +8.4% | -2.4% | +10.8% | +8.6% |
| 3M | +4.5% | +19.0% | -14.5% | +1.9% |
| 6M | +7.9% | +26.8% | -18.9% | +4.1% |
| YTD | -15.2% | +87.3% | -102.6% | -22.9% |
| 1Y | -17.6% | +92.3% | -109.9% | -25.4% |
| 3Y | +82.1% | +37.3% | +44.8% | +68.0% |
| 5Y | +143.3% | +73.2% | +70.1% | +109.6% |
| 10Y | +149.9% | -0.9% | +150.8% | +89.1% |
| All | +149.9% | +0.9% | +149.1% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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