+257.6%
ALAB vs SONY
+54.0%
+203.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -3.2% |
| 7D | +16.3% | +0.3% | +16.1% | +16.2% |
| 30D | -26.1% | +11.1% | -37.3% | -30.2% |
| 3M | -31.3% | +14.7% | -45.9% | -36.4% |
| 6M | -1.0% | +18.8% | -19.8% | -11.3% |
| YTD | +33.3% | +5.7% | +27.6% | +27.8% |
| 1Y | +53.5% | -8.1% | +61.6% | +61.3% |
| All | +257.6% | +54.0% | +203.6% | +136.6% |
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 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