+264.1%
AG vs SONY
+40.0%
+224.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | -5.8% | -5.8% | 0.0% | -3.2% |
| 30D | +6.4% | -0.4% | +6.7% | +6.3% |
| 3M | +28.4% | +13.3% | +15.1% | +19.1% |
| 6M | -24.5% | +8.5% | -32.9% | -28.1% |
| YTD | +21.2% | -8.1% | +29.3% | +24.2% |
| 1Y | +114.1% | -17.9% | +132.0% | +130.8% |
| All | +264.1% | +40.0% | +224.1% | +228.1% |
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