+150.1%
IBM vs APA
+94.1%
+56.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.9% |
| 7D | +1.6% | +8.5% | -7.0% | +0.8% |
| 30D | +9.2% | +2.8% | +6.4% | +8.8% |
| 3M | +4.9% | +21.7% | -16.8% | +3.0% |
| 6M | +16.8% | +32.6% | -15.9% | +13.4% |
| YTD | -14.3% | +103.7% | -118.0% | -20.7% |
| 1Y | -16.7% | +101.8% | -118.5% | -22.9% |
| 3Y | +82.2% | +48.1% | +34.2% | +69.8% |
| All | +150.1% | +94.1% | +56.1% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling