-2.9%
IBM vs AUR
+17.8%
-20.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.8% |
| 7D | +3.6% | +1.4% | +2.2% | +3.4% |
| 30D | +3.1% | -6.4% | +9.5% | +3.6% |
| 3M | -10.8% | +7.7% | -18.6% | -12.4% |
| 6M | -0.8% | +44.5% | -45.3% | -6.9% |
| YTD | -16.2% | +67.4% | -83.6% | -22.5% |
| 1Y | -2.9% | +15.4% | -18.3% | -8.5% |
| All | -2.9% | +17.8% | -20.6% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling