+5.9%
ABT vs SONY
+42.2%
-36.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -5.9% | -2.7% | -3.2% | -5.5% |
| 30D | -8.1% | +1.5% | -9.6% | -8.3% |
| 3M | +14.5% | +13.0% | +1.5% | +12.6% |
| 6M | -6.3% | +11.2% | -17.5% | -7.8% |
| YTD | -17.1% | -6.6% | -10.5% | -17.0% |
| 1Y | -21.4% | -18.1% | -3.2% | -20.4% |
| 3Y | +5.9% | +42.1% | -36.1% | +2.4% |
| All | +5.9% | +42.2% | -36.3% | +2.4% |
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