+323.5%
ACGL vs SONY
+366.0%
-42.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | -0.4% |
| 30D | +12.8% | +9.6% | +3.2% | +10.1% |
| 3M | +12.3% | +13.3% | -1.0% | +8.6% |
| 6M | +15.8% | +20.3% | -4.5% | +9.9% |
| YTD | +13.9% | +4.1% | +9.7% | +11.8% |
| 1Y | +19.0% | -11.9% | +30.9% | +22.2% |
| 3Y | +33.7% | +56.6% | -22.9% | +13.7% |
| 5Y | +173.4% | +10.9% | +162.5% | +156.0% |
| All | +323.5% | +366.0% | -42.5% | +156.5% |
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 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