+11.8%
AAL vs SONY
+63.5%
-51.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -0.1% | +0.3% | -0.3% | -0.2% |
| 30D | +11.7% | +11.1% | +0.6% | +7.9% |
| 3M | -12.5% | +14.7% | -27.2% | -16.4% |
| 6M | +3.6% | +18.8% | -15.2% | -2.7% |
| YTD | -14.1% | +5.7% | -19.8% | -16.6% |
| 1Y | +0.8% | -8.1% | +8.8% | +2.3% |
| 3Y | +11.8% | +64.0% | -52.2% | -10.7% |
| All | +11.8% | +63.5% | -51.7% | -10.7% |
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