+266.9%
ACGL vs SONY
+271.8%
-5.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | -1.4% |
| 7D | -2.9% | -5.2% | +2.2% | -1.6% |
| 30D | -2.8% | +0.3% | -3.1% | -2.9% |
| 3M | +6.8% | +6.2% | +0.6% | +4.9% |
| 6M | -1.5% | +9.5% | -11.1% | -4.4% |
| YTD | -0.2% | -8.1% | +7.9% | +1.3% |
| 1Y | +5.3% | -17.9% | +23.2% | +9.8% |
| 3Y | +30.3% | +41.5% | -11.2% | +13.5% |
| 5Y | +151.8% | +11.8% | +140.0% | +131.4% |
| 10Y | +266.9% | +275.4% | -8.6% | +133.1% |
| All | +266.9% | +271.8% | -5.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling