+384.5%
ALAB vs SONY
+33.3%
+351.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +9.6% | -4.9% | +14.5% | +12.4% |
| 30D | -5.3% | -1.6% | -3.7% | -4.8% |
| 3M | -12.0% | +10.0% | -22.0% | -18.0% |
| 6M | +145.7% | +8.4% | +137.3% | +129.3% |
| YTD | +80.7% | -8.4% | +89.1% | +87.3% |
| 1Y | +40.1% | -18.4% | +58.5% | +55.8% |
| All | +384.5% | +33.3% | +351.2% | +246.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling