+23.5%
ALAB vs SONY
-18.6%
+42.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.3% | -5.7% | -5.4% |
| 7D | +0.6% | -5.8% | +6.4% | +1.2% |
| 30D | -8.8% | -0.4% | -8.4% | -8.8% |
| 3M | -14.0% | +13.3% | -27.3% | -17.0% |
| 6M | +144.3% | +8.5% | +135.8% | +135.9% |
| YTD | +71.0% | -8.1% | +79.2% | +66.5% |
| 1Y | +23.5% | -17.9% | +41.4% | +26.0% |
| All | +23.5% | -18.6% | +42.1% | +26.0% |
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 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