-45.0%
ACI vs SONY
+39.5%
-84.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -5.0% | -4.9% | -0.1% | -4.7% |
| 30D | -2.3% | -1.6% | -0.7% | -2.1% |
| 3M | -23.2% | +10.0% | -33.2% | -23.6% |
| 6M | -29.5% | +8.4% | -37.9% | -29.8% |
| YTD | -28.6% | -8.4% | -20.2% | -28.5% |
| 1Y | -34.0% | -18.4% | -15.7% | -33.7% |
| All | -45.0% | +39.5% | -84.5% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling