+141.6%
IBM vs AR
+52.4%
+89.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.1% |
| 7D | -1.5% | -5.8% | +4.2% | -1.0% |
| 30D | +8.4% | +4.8% | +3.6% | +7.8% |
| 3M | +4.2% | +1.5% | +2.7% | +3.9% |
| 6M | +7.9% | +4.7% | +3.2% | +7.1% |
| YTD | -15.2% | +9.2% | -24.4% | -16.4% |
| 1Y | -18.7% | +11.2% | -29.9% | -20.1% |
| 3Y | +79.2% | +46.2% | +33.0% | +68.9% |
| 5Y | +144.7% | +98.1% | +46.7% | +117.7% |
| 10Y | +141.6% | +54.5% | +87.0% | +106.7% |
| All | +141.6% | +52.4% | +89.2% | +106.7% |
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