-24.4%
AIG vs SONY
+516.3%
-540.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -2.4% | -5.8% | +3.4% | -0.3% |
| 30D | -2.9% | -0.4% | -2.6% | -2.9% |
| 3M | +0.8% | +13.3% | -12.5% | -4.1% |
| 6M | -2.7% | +8.5% | -11.1% | -6.4% |
| YTD | -11.2% | -8.1% | -3.1% | -9.5% |
| 1Y | -1.5% | -17.9% | +16.4% | +4.1% |
| 3Y | +34.4% | +41.4% | -7.1% | +12.3% |
| 5Y | +54.4% | +9.3% | +45.1% | +39.4% |
| 10Y | +64.4% | +283.0% | -218.6% | -10.3% |
| All | -24.4% | +516.3% | -540.7% | -69.6% |
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