+18,693.9%
AFL vs SONY
+516.3%
+18,177.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -3.3% | -5.8% | +2.5% | -1.5% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | -1.8% | +13.3% | -15.1% | -5.8% |
| 6M | +4.8% | +8.5% | -3.6% | +1.4% |
| YTD | +5.4% | -8.1% | +13.6% | +7.0% |
| 1Y | +9.0% | -17.9% | +26.9% | +14.1% |
| 3Y | +63.0% | +41.4% | +21.6% | +40.4% |
| 5Y | +134.5% | +9.3% | +125.2% | +114.4% |
| 10Y | +298.6% | +283.0% | +15.6% | +134.3% |
| All | +18,693.9% | +516.3% | +18,177.6% | +7,659.9% |
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