+77.4%
IBM vs AU
+604.2%
-526.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.7% | +3.4% |
| 7D | +3.6% | +0.6% | +2.9% | +3.5% |
| 30D | +1.5% | +12.3% | -10.8% | +1.1% |
| 3M | -12.9% | +29.4% | -42.3% | -13.8% |
| 6M | -3.9% | +3.2% | -7.1% | -4.3% |
| YTD | -17.3% | +31.8% | -49.1% | -19.3% |
| 1Y | -5.0% | +83.4% | -88.4% | -9.6% |
| All | +77.4% | +604.2% | -526.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling