+138.2%
IBM vs APA
+71.7%
+66.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | -5.0% | -15.5% | +10.5% | -3.5% |
| 30D | +11.1% | +2.4% | +8.7% | +10.8% |
| 3M | +5.7% | +22.8% | -17.1% | +3.7% |
| 6M | +10.1% | +17.9% | -7.8% | +8.1% |
| YTD | -15.6% | +87.7% | -103.3% | -21.3% |
| 1Y | -19.5% | +94.2% | -113.7% | -25.3% |
| 3Y | +80.4% | +27.2% | +53.2% | +70.6% |
| All | +138.2% | +71.7% | +66.5% | +112.7% |
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