-27.8%
AAL vs SONY
+326.8%
-354.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +2.0% |
| 7D | -3.7% | -1.2% | -2.6% | -3.3% |
| 30D | -20.8% | +9.4% | -30.3% | -24.3% |
| 3M | -1.3% | +10.5% | -11.8% | -6.6% |
| 6M | +5.4% | +11.7% | -6.3% | -1.3% |
| YTD | -14.4% | -4.1% | -10.3% | -13.9% |
| 1Y | +2.1% | -11.8% | +13.9% | +6.0% |
| 3Y | -10.6% | +45.9% | -56.5% | -29.1% |
| 5Y | -32.2% | +16.3% | -48.5% | -40.6% |
| 10Y | -62.7% | +297.6% | -360.3% | -82.6% |
| All | -27.8% | +326.8% | -354.7% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling