+2,521.8%
IBM vs APA
+860.5%
+1,661.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -5.0% | -15.5% | +10.5% | -2.8% |
| 30D | +11.1% | +2.4% | +8.7% | +10.6% |
| 3M | +5.7% | +22.8% | -17.1% | +2.5% |
| 6M | +10.1% | +17.9% | -7.8% | +6.9% |
| YTD | -15.6% | +87.7% | -103.3% | -23.8% |
| 1Y | -19.5% | +94.2% | -113.7% | -27.8% |
| 3Y | +80.4% | +27.2% | +53.2% | +67.2% |
| 5Y | +140.0% | +74.1% | +65.9% | +105.0% |
| 10Y | +155.0% | +2.6% | +152.3% | +100.4% |
| All | +2,521.8% | +860.5% | +1,661.3% | +1,600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling