+43.4%
IBM vs AS
+133.7%
-90.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.6% | -2.6% |
| 7D | -4.3% | +7.1% | -11.4% | -5.1% |
| 30D | +11.7% | +12.8% | -1.2% | +10.1% |
| 3M | +5.5% | -14.7% | +20.2% | +7.3% |
| 6M | +9.5% | -9.9% | +19.4% | +10.3% |
| YTD | -14.9% | -16.1% | +1.3% | -13.6% |
| 1Y | -17.4% | +0.2% | -17.5% | -17.9% |
| All | +43.4% | +133.7% | -90.3% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling