-67.5%
AAOX vs SONY
+14.8%
-82.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -5.9% |
| 7D | +8.3% | -4.9% | +13.3% | +12.8% |
| 30D | -41.8% | -1.6% | -40.2% | -42.7% |
| 3M | -73.3% | +10.0% | -83.3% | -81.8% |
| All | -67.5% | +14.8% | -82.3% | -74.5% |
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 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 · Available span rolling