+44.4%
ALAB vs SONY
-11.5%
+55.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.2% |
| 7D | +26.9% | -3.2% | +30.1% | +26.1% |
| 30D | -30.0% | +9.6% | -39.6% | -29.4% |
| 3M | -28.5% | +13.3% | -41.8% | -28.2% |
| 6M | +11.4% | +20.3% | -8.9% | +11.0% |
| YTD | +36.9% | +4.1% | +32.8% | +31.7% |
| 1Y | +44.4% | -11.9% | +56.3% | +56.4% |
| All | +44.4% | -11.5% | +55.9% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling