-44.0%
ACHR vs SONY
+23.9%
-68.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.1% |
| 7D | -2.3% | -2.7% | +0.4% | -0.4% |
| 30D | -11.3% | +1.5% | -12.8% | -12.8% |
| 3M | +5.3% | +13.0% | -7.7% | -6.1% |
| 6M | -13.2% | +11.2% | -24.4% | -21.9% |
| YTD | -25.8% | -6.6% | -19.2% | -23.0% |
| 1Y | -34.3% | -18.1% | -16.2% | -23.8% |
| 3Y | -19.9% | +42.1% | -62.0% | -42.0% |
| 5Y | -42.7% | +11.0% | -53.7% | -49.4% |
| All | -44.0% | +23.9% | -68.0% | -51.4% |
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 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