-15.9%
ACN vs SONY
+63.5%
-79.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +16.5% | +11.1% | +5.4% | +13.1% |
| 3M | +41.5% | +14.7% | +26.8% | +36.3% |
| 6M | +60.1% | +18.8% | +41.3% | +52.4% |
| YTD | -3.9% | +5.7% | -9.7% | -6.4% |
| 1Y | +4.1% | -8.1% | +12.1% | +4.4% |
| 3Y | -15.9% | +64.0% | -79.8% | -24.6% |
| All | -15.9% | +63.5% | -79.4% | -24.6% |
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