+337.4%
AGI vs SONY
+293.1%
+44.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -2.7% | -2.7% | 0.0% | -2.1% |
| 30D | +7.2% | +1.5% | +5.7% | +6.8% |
| 3M | +4.3% | +13.0% | -8.7% | +1.0% |
| 6M | -27.1% | +11.2% | -38.3% | -29.1% |
| YTD | -6.6% | -6.6% | 0.0% | -5.7% |
| 1Y | +9.5% | -18.1% | +27.6% | +13.5% |
| 3Y | +208.4% | +42.1% | +166.4% | +180.9% |
| 5Y | +401.6% | +11.0% | +390.6% | +368.7% |
| All | +337.4% | +293.1% | +44.3% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling