+56.2%
AG vs SONY
+9.6%
+46.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.7% |
| 7D | -6.7% | -2.7% | -4.0% | -5.6% |
| 30D | +2.2% | +1.5% | +0.6% | +1.1% |
| 3M | +15.7% | +13.0% | +2.7% | +7.5% |
| 6M | -23.8% | +11.2% | -35.0% | -28.4% |
| YTD | +17.6% | -6.6% | +24.3% | +20.2% |
| 1Y | +88.6% | -18.1% | +106.8% | +104.6% |
| 3Y | +253.4% | +42.1% | +211.4% | +192.9% |
| All | +56.2% | +9.6% | +46.5% | +34.0% |
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