+117.0%
AA vs SONY
+293.1%
-176.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.0% |
| 7D | -3.4% | -2.7% | -0.7% | -2.1% |
| 30D | -5.8% | +1.5% | -7.3% | -7.0% |
| 3M | -29.9% | +13.0% | -42.9% | -35.4% |
| 6M | -27.0% | +11.2% | -38.2% | -32.3% |
| YTD | -8.7% | -6.6% | -2.1% | -6.9% |
| 1Y | +50.6% | -18.1% | +68.8% | +64.8% |
| 3Y | +74.1% | +42.1% | +32.0% | +32.1% |
| 5Y | +2.6% | +11.0% | -8.4% | -11.9% |
| All | +117.0% | +293.1% | -176.1% | -2.6% |
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