+134.5%
IBM vs AU
+694.8%
-560.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -2.3% |
| 7D | -0.3% | -7.0% | +6.7% | 0.0% |
| 30D | -1.8% | +7.3% | -9.1% | -2.1% |
| 3M | -13.5% | +33.2% | -46.7% | -14.4% |
| 6M | -5.1% | -0.6% | -4.5% | -5.4% |
| YTD | -19.4% | +26.2% | -45.5% | -20.6% |
| 1Y | -6.5% | +68.3% | -74.8% | -9.1% |
| 3Y | +73.8% | +592.1% | -518.3% | +59.3% |
| 5Y | +116.3% | +685.3% | -568.9% | +96.0% |
| All | +134.5% | +694.8% | -560.3% | +120.8% |
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