+96.2%
AGG vs SONY
+303.9%
-207.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -2.7% | +1.6% | -1.0% |
| 30D | -1.1% | +1.5% | -2.7% | -1.2% |
| 3M | -1.9% | +13.0% | -14.9% | -2.0% |
| 6M | -1.7% | +11.2% | -12.9% | -1.8% |
| YTD | -1.3% | -6.6% | +5.3% | -1.3% |
| 1Y | -0.7% | -18.1% | +17.4% | -0.7% |
| 3Y | +12.5% | +42.1% | -29.6% | +12.3% |
| 5Y | -2.5% | +11.0% | -13.5% | -2.7% |
| 10Y | +14.2% | +289.2% | -274.9% | +14.6% |
| All | +96.2% | +303.9% | -207.6% | +95.0% |
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 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