-44.8%
ACHR vs SONY
+21.6%
-66.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.4% |
| 7D | -2.7% | -4.9% | +2.3% | +1.0% |
| 30D | -12.1% | -1.6% | -10.5% | -11.6% |
| 3M | +3.4% | +10.0% | -6.6% | -5.8% |
| 6M | -15.6% | +8.4% | -24.1% | -22.6% |
| YTD | -26.9% | -8.4% | -18.4% | -23.0% |
| 1Y | -34.8% | -18.4% | -16.4% | -24.2% |
| 3Y | -19.2% | +41.0% | -60.2% | -41.2% |
| 5Y | -43.8% | +9.3% | -53.0% | -49.7% |
| All | -44.8% | +21.6% | -66.4% | -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 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