+74.2%
AA vs SONY
+40.0%
+34.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -4.9% |
| 7D | -5.4% | -5.8% | +0.4% | -3.4% |
| 30D | -10.7% | -0.4% | -10.3% | -10.8% |
| 3M | -26.2% | +13.3% | -39.5% | -30.3% |
| 6M | -20.9% | +8.5% | -29.4% | -24.1% |
| YTD | -8.6% | -8.1% | -0.5% | -6.3% |
| 1Y | +57.4% | -17.9% | +75.3% | +69.0% |
| All | +74.2% | +40.0% | +34.2% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling