-70.2%
AAOX vs SONY
+15.2%
-85.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.3% | -8.8% | -8.8% |
| 7D | +5.4% | -5.8% | +11.2% | +11.0% |
| 30D | -47.7% | -0.4% | -47.4% | -49.2% |
| 3M | -78.6% | +13.3% | -91.9% | -86.8% |
| All | -70.2% | +15.2% | -85.5% | -76.8% |
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 · Available span rolling