+123.0%
IBM vs AU
+686.2%
-563.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.9% |
| 7D | +3.6% | -4.3% | +7.8% | +3.8% |
| 30D | +3.1% | +7.3% | -4.2% | +2.8% |
| 3M | -10.8% | +26.3% | -37.2% | -11.8% |
| 6M | -0.8% | +1.8% | -2.6% | -1.2% |
| YTD | -16.2% | +26.8% | -43.0% | -18.0% |
| 1Y | -2.9% | +66.7% | -69.6% | -6.7% |
| 3Y | +79.8% | +579.1% | -499.2% | +58.2% |
| All | +123.0% | +686.2% | -563.2% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling