+439.9%
AG vs SONY
+252.1%
+187.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.5% |
| 7D | +4.5% | -5.2% | +9.6% | +6.6% |
| 30D | +12.9% | +0.3% | +12.6% | +12.5% |
| 3M | +20.9% | +6.2% | +14.7% | +17.2% |
| 6M | -19.5% | +9.5% | -29.1% | -22.7% |
| YTD | +24.8% | -8.1% | +32.9% | +28.2% |
| 1Y | +120.2% | -17.9% | +138.2% | +135.9% |
| 3Y | +279.0% | +41.5% | +237.5% | +227.1% |
| 5Y | +67.9% | +11.8% | +56.1% | +55.4% |
| 10Y | +57.5% | +275.4% | -217.9% | -11.1% |
| All | +439.9% | +252.1% | +187.9% | +142.1% |
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 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