+164.7%
ACGL vs SONY
+10.8%
+153.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.7% |
| 7D | +0.9% | +6.7% | -5.9% | -0.1% |
| 30D | +13.7% | +14.8% | -1.1% | +11.4% |
| 3M | +8.0% | +16.9% | -8.8% | +5.6% |
| 6M | +13.3% | +30.2% | -17.0% | +8.7% |
| YTD | +11.8% | +5.5% | +6.4% | +10.6% |
| 1Y | +22.2% | -4.6% | +26.8% | +22.6% |
| 3Y | +32.5% | +57.2% | -24.7% | +22.2% |
| All | +164.7% | +10.8% | +153.9% | +156.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling