-2.5%
IBM vs AR
+22.7%
-25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | +0.3% | +14.8% | -14.5% | -1.1% |
| 3M | -21.6% | +6.2% | -27.8% | -22.3% |
| 6M | -4.7% | +4.3% | -9.0% | -6.1% |
| YTD | -19.1% | +14.4% | -33.5% | -20.9% |
| 1Y | -2.5% | +21.3% | -23.8% | -3.5% |
| All | -2.5% | +22.7% | -25.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling