-64.8%
AAL vs SONY
+293.1%
-357.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +0.5% |
| 7D | -0.9% | -2.7% | +1.8% | +0.3% |
| 30D | -12.9% | +1.5% | -14.4% | -13.6% |
| 3M | -11.2% | +13.0% | -24.2% | -16.7% |
| 6M | +17.8% | +11.2% | +6.6% | +10.6% |
| YTD | -15.1% | -6.6% | -8.5% | -13.6% |
| 1Y | +0.5% | -18.1% | +18.6% | +8.2% |
| 3Y | -7.7% | +42.1% | -49.7% | -26.4% |
| 5Y | -31.3% | +11.0% | -42.4% | -39.1% |
| All | -64.8% | +293.1% | -357.9% | -81.5% |
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