+138.2%
IBM vs AR
+71.8%
+66.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | 0.0% | -0.8% |
| 7D | -5.0% | -14.3% | +9.3% | -3.5% |
| 30D | +11.1% | +1.4% | +9.7% | +10.8% |
| 3M | +5.7% | +3.4% | +2.3% | +5.2% |
| 6M | +10.1% | -2.1% | +12.2% | +10.0% |
| YTD | -15.6% | +4.7% | -20.3% | -16.5% |
| 1Y | -19.5% | +10.6% | -30.1% | -20.9% |
| 3Y | +80.4% | +24.6% | +55.8% | +73.8% |
| All | +138.2% | +71.8% | +66.4% | +120.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling