+7.3%
ACGL vs SONY
-18.5%
+25.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.1% | -4.9% | +2.8% | -1.7% |
| 30D | -2.2% | -1.6% | -0.6% | -2.0% |
| 3M | +6.3% | +10.0% | -3.7% | +5.4% |
| 6M | +0.5% | +8.4% | -7.9% | -0.6% |
| YTD | +0.2% | -8.4% | +8.6% | -0.1% |
| 1Y | +7.3% | -18.4% | +25.6% | +7.2% |
| All | +7.3% | -18.5% | +25.7% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling