+2.7%
AA vs SONY
+8.8%
-6.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.3% | -5.1% | -5.0% |
| 7D | -5.4% | -5.8% | +0.4% | -2.6% |
| 30D | -10.7% | -0.4% | -10.3% | -10.9% |
| 3M | -26.2% | +13.3% | -39.5% | -31.7% |
| 6M | -20.9% | +8.5% | -29.4% | -25.3% |
| YTD | -8.6% | -8.1% | -0.5% | -5.8% |
| 1Y | +57.4% | -17.9% | +75.3% | +72.1% |
| 3Y | +77.8% | +41.4% | +36.4% | +34.4% |
| 5Y | +2.7% | +9.3% | -6.6% | -17.4% |
| All | +2.7% | +8.8% | -6.1% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling