+147.3%
IBM vs AU
+818.2%
-671.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +1.6% | -7.2% | +8.8% | +1.8% |
| 30D | +9.2% | -2.9% | +12.1% | +9.2% |
| 3M | +4.9% | -8.7% | +13.6% | +5.2% |
| 6M | +16.8% | -14.1% | +30.9% | +17.1% |
| YTD | -14.3% | +4.8% | -19.1% | -15.1% |
| 1Y | -16.7% | +11.9% | -28.6% | -17.8% |
| 3Y | +82.2% | +513.8% | -431.6% | +66.5% |
| 5Y | +149.9% | +379.3% | -229.3% | +128.0% |
| All | +147.3% | +818.2% | -671.0% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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