-32.6%
AAL vs SONY
+9.6%
-42.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.8% |
| 6M | +17.8% | +11.2% | +6.6% | +10.5% |
| YTD | -15.1% | -6.6% | -8.5% | -13.5% |
| 1Y | +0.5% | -18.1% | +18.6% | +8.5% |
| 3Y | -7.7% | +42.1% | -49.7% | -28.4% |
| All | -32.6% | +9.6% | -42.3% | -39.1% |
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