+4,761.1%
ACGL vs SONY
+530.9%
+4,230.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +1.3% | +5.2% | -3.9% | +0.3% |
| 30D | +14.2% | +10.7% | +3.5% | +12.1% |
| 3M | +11.1% | +12.1% | -1.0% | +8.8% |
| 6M | +16.4% | +32.6% | -16.2% | +10.3% |
| YTD | +13.8% | +4.3% | +9.4% | +12.2% |
| 1Y | +21.6% | -4.5% | +26.1% | +21.7% |
| 3Y | +33.5% | +56.9% | -23.4% | +20.6% |
| 5Y | +174.8% | +12.5% | +162.4% | +160.3% |
| 10Y | +330.4% | +371.7% | -41.4% | +215.2% |
| All | +4,761.1% | +530.9% | +4,230.2% | +2,975.5% |
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 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