+59.2%
ALB vs SONY
-16.9%
+76.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.1% | -3.7% |
| 7D | -6.6% | -2.7% | -3.9% | -6.2% |
| 30D | -8.1% | +1.5% | -9.7% | -8.4% |
| 3M | -25.7% | +13.0% | -38.7% | -26.8% |
| 6M | -29.5% | +11.2% | -40.7% | -30.7% |
| YTD | -16.2% | -6.6% | -9.6% | -13.5% |
| 1Y | +59.2% | -18.1% | +77.4% | +74.3% |
| All | +59.2% | -16.9% | +76.2% | +74.3% |
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