+4,678.2%
ACGL vs SONY
+537.8%
+4,140.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.6% |
| 7D | +0.9% | +6.7% | -5.9% | -0.3% |
| 30D | +13.7% | +14.8% | -1.1% | +10.9% |
| 3M | +8.0% | +16.9% | -8.8% | +5.0% |
| 6M | +13.3% | +30.2% | -17.0% | +7.7% |
| YTD | +11.8% | +5.5% | +6.4% | +10.1% |
| 1Y | +22.2% | -4.6% | +26.8% | +22.4% |
| 3Y | +32.5% | +57.2% | -24.7% | +19.5% |
| 5Y | +160.2% | +12.1% | +148.1% | +146.6% |
| 10Y | +338.5% | +361.6% | -23.0% | +222.2% |
| All | +4,678.2% | +537.8% | +4,140.5% | +2,917.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling