+131.7%
AG vs SONY
-10.8%
+142.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.1% |
| 7D | +1.0% | -1.2% | +2.2% | +1.6% |
| 30D | +19.2% | +9.4% | +9.7% | +12.6% |
| 3M | +6.2% | +10.5% | -4.3% | -0.3% |
| 6M | -26.7% | +11.7% | -38.4% | -32.1% |
| YTD | +26.1% | -4.1% | +30.2% | +28.1% |
| 1Y | +131.7% | -11.8% | +143.4% | +153.7% |
| All | +131.7% | -10.8% | +142.5% | +153.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling