+143.6%
IBM vs AR
+58.9%
+84.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.4% |
| 7D | -1.7% | +2.1% | -3.8% | -1.9% |
| 30D | +10.1% | +4.5% | +5.6% | +9.5% |
| 3M | +4.8% | +1.0% | +3.8% | +4.6% |
| 6M | +12.6% | +4.4% | +8.2% | +11.8% |
| YTD | -13.9% | +10.9% | -24.8% | -15.3% |
| 1Y | -18.7% | +8.6% | -27.3% | -19.9% |
| 3Y | +81.9% | +48.5% | +33.4% | +71.2% |
| 5Y | +148.3% | +95.7% | +52.6% | +121.1% |
| 10Y | +143.6% | +55.5% | +88.2% | +105.6% |
| All | +143.6% | +58.9% | +84.7% | +105.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling