-43.5%
ACN vs SONY
+8.8%
-52.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -7.9% | -5.8% | -2.1% | -5.8% |
| 30D | -1.1% | -0.4% | -0.7% | -0.9% |
| 3M | +5.6% | +13.3% | -7.7% | +1.0% |
| 6M | -9.9% | +8.5% | -18.4% | -13.0% |
| YTD | -32.3% | -8.1% | -24.2% | -30.6% |
| 1Y | -25.3% | -17.9% | -7.4% | -20.6% |
| 3Y | -42.3% | +41.4% | -83.7% | -52.6% |
| 5Y | -43.5% | +9.3% | -52.8% | -48.9% |
| All | -43.5% | +8.8% | -52.3% | -48.9% |
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 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