+42.2%
IBM vs AS
+134.9%
-92.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | +6.9% | -11.9% | -5.7% |
| 30D | +11.1% | +16.0% | -4.9% | +9.2% |
| 3M | +5.7% | -12.8% | +18.6% | +7.3% |
| 6M | +10.1% | -15.4% | +25.5% | +11.9% |
| YTD | -15.6% | -15.7% | +0.1% | -14.4% |
| 1Y | -19.5% | +6.1% | -25.6% | -20.5% |
| All | +42.2% | +134.9% | -92.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling