+365.7%
ALAB vs SONY
+33.8%
+331.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -4.9% |
| 7D | +3.2% | -5.2% | +8.4% | +5.9% |
| 30D | -13.6% | +0.3% | -13.9% | -14.0% |
| 3M | -16.6% | +6.2% | -22.8% | -20.5% |
| 6M | +142.3% | +9.5% | +132.8% | +124.8% |
| YTD | +73.6% | -8.1% | +81.7% | +79.7% |
| 1Y | +33.7% | -17.9% | +51.6% | +48.2% |
| All | +365.7% | +33.8% | +331.8% | +232.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling