+103.4%
IBM vs AUR
-34.9%
+138.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | +0.3% | +19.2% | -18.9% | -0.4% |
| 30D | -1.5% | -7.8% | +6.3% | -1.3% |
| 3M | -16.8% | +4.0% | -20.8% | -17.1% |
| 6M | -9.0% | +45.0% | -54.0% | -10.6% |
| YTD | -20.1% | +69.5% | -89.6% | -21.9% |
| 1Y | -7.0% | +13.0% | -20.0% | -8.1% |
| 3Y | +72.4% | +90.4% | -18.0% | +66.1% |
| 5Y | +112.0% | -34.2% | +146.2% | +96.5% |
| All | +103.4% | -34.9% | +138.3% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling