+41.6%
AA vs SONY
+373.2%
-331.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.6% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -0.6% | +11.1% | -11.7% | -6.8% |
| 3M | -19.7% | +14.7% | -34.3% | -26.4% |
| 6M | -41.6% | +18.8% | -60.4% | -48.0% |
| YTD | -24.6% | +5.7% | -30.4% | -28.8% |
| 1Y | +4.9% | -8.1% | +12.9% | +7.4% |
| 3Y | +66.8% | +64.0% | +2.8% | +15.7% |
| 5Y | -19.4% | +12.6% | -32.1% | -31.5% |
| All | +41.6% | +373.2% | -331.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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