+2,413.6%
IBM vs APA
+815.8%
+1,597.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.5% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +0.3% | +23.4% | -23.1% | -2.8% |
| 3M | -21.6% | +12.7% | -34.3% | -23.1% |
| 6M | -4.7% | +39.4% | -44.1% | -9.9% |
| YTD | -19.1% | +79.0% | -98.0% | -26.3% |
| 1Y | -2.5% | +88.8% | -91.3% | -12.3% |
| 3Y | +74.2% | +6.4% | +67.8% | +65.6% |
| 5Y | +113.1% | +153.0% | -39.8% | +71.9% |
| 10Y | +133.5% | +7.5% | +126.0% | +82.1% |
| All | +2,413.6% | +815.8% | +1,597.8% | +1,543.8% |
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