+26.3%
ACI vs SONY
+80.2%
-53.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +0.2% | -1.2% | +1.3% | +0.3% |
| 30D | +5.9% | +9.4% | -3.5% | +5.0% |
| 3M | -19.8% | +10.5% | -30.3% | -20.6% |
| 6M | -24.7% | +11.7% | -36.4% | -25.6% |
| YTD | -24.4% | -4.1% | -20.3% | -24.3% |
| 1Y | -31.5% | -11.8% | -19.7% | -31.0% |
| 3Y | -38.7% | +45.9% | -84.6% | -41.6% |
| 5Y | -42.8% | +16.3% | -59.1% | -46.2% |
| All | +26.3% | +80.2% | -53.9% | +15.9% |
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