+2,330.4%
ACN vs SONY
+179.5%
+2,150.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.3% |
| 7D | -3.8% | +0.3% | -4.1% | -3.9% |
| 30D | +16.5% | +11.1% | +5.4% | +12.7% |
| 3M | +41.5% | +14.7% | +26.8% | +35.6% |
| 6M | +60.1% | +18.8% | +41.3% | +51.6% |
| YTD | -3.9% | +5.7% | -9.7% | -6.2% |
| 1Y | +4.1% | -8.1% | +12.1% | +6.1% |
| 3Y | -15.9% | +64.0% | -79.8% | -30.1% |
| 5Y | -26.3% | +12.6% | -39.0% | -31.9% |
| 10Y | +148.2% | +373.8% | -225.6% | +46.4% |
| All | +2,330.4% | +179.5% | +2,150.9% | +1,181.8% |
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