-41.7%
ACHR vs SONY
+9.6%
-51.3%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.0% |
| 7D | -2.3% | -2.7% | +0.4% | -0.2% |
| 30D | -11.3% | +1.5% | -12.8% | -13.0% |
| 3M | +5.3% | +13.0% | -7.7% | -7.3% |
| 6M | -13.2% | +11.2% | -24.4% | -22.9% |
| YTD | -25.8% | -6.6% | -19.2% | -22.7% |
| 1Y | -34.3% | -18.1% | -16.2% | -22.6% |
| 3Y | -19.9% | +42.1% | -62.0% | -45.8% |
| All | -41.7% | +9.6% | -51.3% | -47.2% |
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