-26.4%
ALB vs SONY
+41.5%
-67.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +4.5% |
| 7D | -4.4% | -5.2% | +0.8% | -2.2% |
| 30D | -1.2% | +0.3% | -1.5% | -1.4% |
| 3M | -13.3% | +6.2% | -19.5% | -16.1% |
| 6M | -19.8% | +9.5% | -29.3% | -24.0% |
| YTD | -7.9% | -8.1% | +0.2% | -4.7% |
| 1Y | +60.2% | -17.9% | +78.1% | +75.8% |
| 3Y | -26.4% | +41.5% | -67.9% | -40.8% |
| All | -26.4% | +41.5% | -67.9% | -40.8% |
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